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State Street Materials Select Sector SPDR ETF XLB

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Market dataready · fetched 2026-10-15T20:03:11.002Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:10.105415862Z

FundamentalsAlpha Vantage · ready

Share price$50.57
1D+0.7%
AH$49.96$50.15$50.33$50.52$50.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLB
Sold putSold callAH

State Street Materials Select Sector SPDR ETF options

Live interpolated XLB call and put midpoint premiums by absolute delta.State Street Materials Select Sector SPDR ETF$0.14$0.95$1.76$2.56$3.37$46.72$48.42$50.13$51.84$53.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $50.57OPTION PRICELive XLB spot · $50.57XLB PRICE$0.81$0.39$0.23$0.51$0.51$0.44$0.38$0.35$0.59$0.84$1.08$1.32$2.01$0.78$0.59$0.41$0.69$0.64$0.46$0.67$1.11$1.55$1.08$1.00$1.90$3.14
PutsExpensive9.55×
CallsExpensive3.47×
SkewBearish+33.15 pp
Implied moveBearish±$1.06
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.70370.3%25.6%41.91385.5%18.7%
25Δ55.50159.3%10.5%45.01257.4%12.2%
30Δ51.1242.4%1.5%48.11129.3%5.7%
35Δ51.4582.9%2.8%49.61105.9%3.3%
40Δ51.2775.4%2.4%49.9089.4%2.6%
45Δ51.0158.7%1.7%50.3453.8%1.4%
50Δ50.7442.0%1.1%50.7255.7%1.0%
55Δ50.4728.0%0.5%51.0678.8%1.2%
60Δ50.2336.6%0.5%51.40101.9%1.4%
65Δ49.9945.1%0.5%51.2267.1%0.9%
70Δ49.7453.7%0.5%51.3548.0%0.4%
75Δ49.5062.3%0.5%52.1881.1%0.6%
80Δ48.8182.0%0.5%53.39115.9%0.6%

20Δ

Calls
Pseudo strike
62.70
IV
370.3%
B/E move
25.6%
Puts
Pseudo strike
41.91
IV
385.5%
B/E move
18.7%

25Δ

Calls
Pseudo strike
55.50
IV
159.3%
B/E move
10.5%
Puts
Pseudo strike
45.01
IV
257.4%
B/E move
12.2%

30Δ

Calls
Pseudo strike
51.12
IV
42.4%
B/E move
1.5%
Puts
Pseudo strike
48.11
IV
129.3%
B/E move
5.7%

35Δ

Calls
Pseudo strike
51.45
IV
82.9%
B/E move
2.8%
Puts
Pseudo strike
49.61
IV
105.9%
B/E move
3.3%

40Δ

Calls
Pseudo strike
51.27
IV
75.4%
B/E move
2.4%
Puts
Pseudo strike
49.90
IV
89.4%
B/E move
2.6%

45Δ

Calls
Pseudo strike
51.01
IV
58.7%
B/E move
1.7%
Puts
Pseudo strike
50.34
IV
53.8%
B/E move
1.4%

50Δ

Calls
Pseudo strike
50.74
IV
42.0%
B/E move
1.1%
Puts
Pseudo strike
50.72
IV
55.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
50.47
IV
28.0%
B/E move
0.5%
Puts
Pseudo strike
51.06
IV
78.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
50.23
IV
36.6%
B/E move
0.5%
Puts
Pseudo strike
51.40
IV
101.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
49.99
IV
45.1%
B/E move
0.5%
Puts
Pseudo strike
51.22
IV
67.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
49.74
IV
53.7%
B/E move
0.5%
Puts
Pseudo strike
51.35
IV
48.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
49.50
IV
62.3%
B/E move
0.5%
Puts
Pseudo strike
52.18
IV
81.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
48.81
IV
82.0%
B/E move
0.5%
Puts
Pseudo strike
53.39
IV
115.9%
B/E move
0.6%