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State Street SPDR S&P Health Care Services ETF XHS

i

Market dataready · fetched 2026-11-12T02:04:06.016Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T01:00:00.04679366Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:04:05.613426+00:00

Share price$147.85
1D+0.1%
AH$147.00$147.26$147.53$147.80$148.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXHS
Sold putSold callAH

State Street SPDR S&P Health Care Services ETF options

Live interpolated XHS call and put midpoint premiums by absolute delta.State Street SPDR S&P Health Care Services ETF$0.37$2.13$3.89$5.65$7.41$136.54$142.46$148.38$154.30$160.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XHS spot · $147.85XHS PRICE$0.56$0.69$0.82$0.95$1.08$1.20$1.33$1.46$1.59$1.80$2.60$3.40$3.90$1.85$2.08$2.32$2.56$2.80$3.04$3.28$3.52$3.76$4.70$5.80$6.90
Puts——
CallsCheap0.44×
Skew——
Implied moveBearish±$4.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.0328.4%6.6%112.77140.0%25.0%
25Δ155.9026.6%5.9%117.32126.4%22.1%
30Δ154.7724.8%5.2%121.87112.8%19.1%
35Δ153.6323.0%4.6%126.4399.2%16.2%
40Δ152.5021.2%3.9%130.9885.6%13.3%
45Δ151.3719.3%3.2%135.5372.0%10.4%
50Δ150.2417.5%2.5%140.0858.4%7.5%
55Δ149.1115.7%1.8%144.6444.7%4.6%
60Δ147.9813.9%1.2%149.1931.1%1.6%
65Δ146.8912.7%0.6%151.1030.0%1.0%
70Δ146.0515.3%0.5%152.4431.6%0.8%
75Δ145.2118.0%0.5%153.7833.1%0.7%
80Δ144.5717.9%0.4%

20Δ

Calls
Pseudo strike
157.03
IV
28.4%
B/E move
6.6%
Puts
Pseudo strike
112.77
IV
140.0%
B/E move
25.0%

25Δ

Calls
Pseudo strike
155.90
IV
26.6%
B/E move
5.9%
Puts
Pseudo strike
117.32
IV
126.4%
B/E move
22.1%

30Δ

Calls
Pseudo strike
154.77
IV
24.8%
B/E move
5.2%
Puts
Pseudo strike
121.87
IV
112.8%
B/E move
19.1%

35Δ

Calls
Pseudo strike
153.63
IV
23.0%
B/E move
4.6%
Puts
Pseudo strike
126.43
IV
99.2%
B/E move
16.2%

40Δ

Calls
Pseudo strike
152.50
IV
21.2%
B/E move
3.9%
Puts
Pseudo strike
130.98
IV
85.6%
B/E move
13.3%

45Δ

Calls
Pseudo strike
151.37
IV
19.3%
B/E move
3.2%
Puts
Pseudo strike
135.53
IV
72.0%
B/E move
10.4%

50Δ

Calls
Pseudo strike
150.24
IV
17.5%
B/E move
2.5%
Puts
Pseudo strike
140.08
IV
58.4%
B/E move
7.5%

55Δ

Calls
Pseudo strike
149.11
IV
15.7%
B/E move
1.8%
Puts
Pseudo strike
144.64
IV
44.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
147.98
IV
13.9%
B/E move
1.2%
Puts
Pseudo strike
149.19
IV
31.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
146.89
IV
12.7%
B/E move
0.6%
Puts
Pseudo strike
151.10
IV
30.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
146.05
IV
15.3%
B/E move
0.5%
Puts
Pseudo strike
152.44
IV
31.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
145.21
IV
18.0%
B/E move
0.5%
Puts
Pseudo strike
153.78
IV
33.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
144.57
IV
17.9%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.96%
Daily EOD
XHS18.6%19.1%19.6%2026-10-19: 19.58%2026-10-27: 18.66%2026-10-30: 18.96%Oct 19Oct 27Oct 30
3 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.58%
18.66%
18.96%