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State Street SPDR FactSet Innovative Technology ETF XITK

i

Market dataready · fetched 2026-11-13T19:12:23.931Z

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 · 2026-11-13T01:00:00.104181676Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:03:58.634407+00:00

Share price$186.23
1D+0.7%
AH$184.55$184.92$185.30$185.67$186.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXITK
Sold putSold callAH

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$0.38$7.24$14.10$20.95$27.81$167.05$174.82$182.59$190.36$198.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XITK spot · $186.23XITK PRICE$1.13$1.43$1.76$2.10$2.46$3.02$3.49$3.81$4.45$5.08$5.27$5.64$1.81$2.39$2.92$3.56$4.25$5.13$6.18$7.38$8.86$10.58$12.43$16.88$25.83
PutsExpensive2.77×
Calls——
Skew——
Implied moveBearish±$9.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ174.3160.3%7.4%
25Δ191.8129.8%3.6%176.8859.6%6.3%
30Δ190.6329.7%3.1%179.3757.0%5.3%
35Δ189.5129.6%2.7%181.4256.1%4.5%
40Δ188.4629.2%2.3%183.3355.2%3.8%
45Δ187.4628.8%2.0%185.1355.8%3.3%
50Δ186.5129.9%1.8%186.9657.1%2.9%
55Δ185.5930.0%1.5%188.8958.3%2.5%
60Δ184.6828.1%1.2%191.0160.2%2.2%
65Δ183.6928.5%1.0%193.3562.0%1.9%
70Δ182.7428.4%0.9%195.8563.1%1.5%
75Δ182.1225.5%0.6%200.6073.0%1.4%
80Δ181.4323.5%0.4%209.6893.8%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
174.31
IV
60.3%
B/E move
7.4%

25Δ

Calls
Pseudo strike
191.81
IV
29.8%
B/E move
3.6%
Puts
Pseudo strike
176.88
IV
59.6%
B/E move
6.3%

30Δ

Calls
Pseudo strike
190.63
IV
29.7%
B/E move
3.1%
Puts
Pseudo strike
179.37
IV
57.0%
B/E move
5.3%

35Δ

Calls
Pseudo strike
189.51
IV
29.6%
B/E move
2.7%
Puts
Pseudo strike
181.42
IV
56.1%
B/E move
4.5%

40Δ

Calls
Pseudo strike
188.46
IV
29.2%
B/E move
2.3%
Puts
Pseudo strike
183.33
IV
55.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
187.46
IV
28.8%
B/E move
2.0%
Puts
Pseudo strike
185.13
IV
55.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
186.51
IV
29.9%
B/E move
1.8%
Puts
Pseudo strike
186.96
IV
57.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
185.59
IV
30.0%
B/E move
1.5%
Puts
Pseudo strike
188.89
IV
58.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
184.68
IV
28.1%
B/E move
1.2%
Puts
Pseudo strike
191.01
IV
60.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
183.69
IV
28.5%
B/E move
1.0%
Puts
Pseudo strike
193.35
IV
62.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
182.74
IV
28.4%
B/E move
0.9%
Puts
Pseudo strike
195.85
IV
63.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
182.12
IV
25.5%
B/E move
0.6%
Puts
Pseudo strike
200.60
IV
73.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
181.43
IV
23.5%
B/E move
0.4%
Puts
Pseudo strike
209.68
IV
93.8%
B/E move
1.3%

Options history

IV · four-Friday blend33.67%
Daily EOD
XITK28.6%31.3%34.0%2026-10-19: 29.04%2026-10-20: 29.22%2026-10-21: 28.97%2026-10-22: 32.18%2026-10-23: 31.92%2026-10-26: 30.49%2026-10-27: 30.15%2026-10-28: 28.98%2026-10-29: 29.41%2026-10-30: 33.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.04%
29.22%
28.97%
32.18%
31.92%
30.49%
30.15%
28.98%
29.41%
33.67%