IntraAlpha
Create free account Start free

State Street SPDR FactSet Innovative Technology ETF XITK

i

Market datapartial · fetched 2026-10-23T17:36:57.787Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T15:18:47.54568999Z

FundamentalsAlpha Vantage · unavailable

Share price$195.73
1D+0.9%
$193.75$194.30$194.86$195.42$195.975:30 AM6:30 AM9:00 AM1:00 PMXITK
Sold putSold call

State Street SPDR FactSet Innovative Technology ETF options

Live interpolated XITK call and put midpoint premiums by absolute delta.State Street SPDR FactSet Innovative Technology ETF$3.68$7.80$11.91$16.02$20.14$170.62$183.11$195.61$208.11$220.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XITK spot · $195.73XITK PRICE$4.13$5.11$6.15$7.58$8.98$10.68$12.55$4.73$5.65$6.70$7.62$8.64$9.82$11.44$13.08$14.73$16.42$18.95
PutsExpensive1.49×
CallsExpensive1.37×
SkewBearish+0.43 pp
Implied moveBearish±$16.22
TiltBearish36.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ185.7542.9%7.5%
35Δ204.4433.8%6.6%189.0141.5%6.3%
40Δ202.0634.5%5.8%192.0240.6%5.3%
45Δ199.6835.3%5.2%194.8138.8%4.4%
50Δ197.3537.3%4.7%197.3737.4%3.6%
55Δ194.7737.9%4.1%199.8336.4%2.9%
60Δ192.1139.3%3.6%202.4035.8%2.4%
65Δ189.2340.3%3.1%204.9735.2%2.0%
70Δ207.5534.6%1.5%
75Δ210.1534.0%1.0%
80Δ213.3533.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
185.75
IV
42.9%
B/E move
7.5%

35Δ

Calls
Pseudo strike
204.44
IV
33.8%
B/E move
6.6%
Puts
Pseudo strike
189.01
IV
41.5%
B/E move
6.3%

40Δ

Calls
Pseudo strike
202.06
IV
34.5%
B/E move
5.8%
Puts
Pseudo strike
192.02
IV
40.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
199.68
IV
35.3%
B/E move
5.2%
Puts
Pseudo strike
194.81
IV
38.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
197.35
IV
37.3%
B/E move
4.7%
Puts
Pseudo strike
197.37
IV
37.4%
B/E move
3.6%

55Δ

Calls
Pseudo strike
194.77
IV
37.9%
B/E move
4.1%
Puts
Pseudo strike
199.83
IV
36.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
192.11
IV
39.3%
B/E move
3.6%
Puts
Pseudo strike
202.40
IV
35.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
189.23
IV
40.3%
B/E move
3.1%
Puts
Pseudo strike
204.97
IV
35.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
207.55
IV
34.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
210.15
IV
34.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
213.35
IV
33.6%
B/E move
0.7%

Options history

No recorded observations