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State Street Materials Select Sector SPDR ETF XLB

i

Market dataready · fetched 2026-11-06T13:58:01.075Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T13:56:22.651432564Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T13:58:00.490679+00:00

Share price$51.88
1D+0.5%
$51.57$51.66$51.74$51.82$51.915:30 AM6:30 AM9:00 AM1:00 PMXLB
Sold putSold call

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$1.18$1.68$2.19$2.70$3.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEXLB PRICE$2.98$3.06$1.23$1.31$1.41$1.50$1.59$1.68$1.77$1.86$1.93$1.99
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ50.2767.7%5.5%
40Δ51.0159.7%4.2%
45Δ51.5754.1%3.3%
50Δ52.0549.3%2.6%
55Δ52.4444.7%2.0%
60Δ50.7783.1%3.6%52.7741.0%1.5%
65Δ50.1973.9%2.6%53.0637.5%1.1%
70Δ53.3034.2%0.8%
75Δ53.5231.0%0.6%
80Δ53.6727.6%0.4%

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
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.27
IV
67.7%
B/E move
5.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.01
IV
59.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.57
IV
54.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.05
IV
49.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.44
IV
44.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
50.77
IV
83.1%
B/E move
3.6%
Puts
Pseudo strike
52.77
IV
41.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
50.19
IV
73.9%
B/E move
2.6%
Puts
Pseudo strike
53.06
IV
37.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.30
IV
34.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.52
IV
31.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.67
IV
27.6%
B/E move
0.4%

Options history

IV · four-Friday blend20.27%
Daily close
XLB14.6%19.2%23.7%2026-08-10: 20.30%2026-08-11: 19.52%2026-08-12: 19.03%2026-08-13: 17.77%2026-08-14: 16.08%2026-08-17: 16.72%2026-08-18: 17.31%2026-08-19: 17.08%2026-08-20: 18.15%2026-08-21: 18.09%2026-08-24: 18.89%2026-08-25: 18.05%2026-08-26: 18.68%2026-08-27: 17.98%2026-08-28: 16.58%2026-08-31: 17.27%2026-09-01: 18.60%2026-09-02: 17.06%2026-09-03: 17.28%2026-09-04: 15.28%2026-09-08: 18.80%2026-09-09: 19.14%2026-09-10: 22.10%2026-09-11: 18.17%2026-09-14: 19.75%2026-09-15: 19.89%2026-09-16: 19.95%2026-09-17: 19.85%2026-09-18: 17.27%2026-09-21: 18.05%2026-09-22: 18.46%2026-09-23: 18.38%2026-09-24: 18.29%2026-09-25: 18.33%2026-09-28: 21.36%2026-09-29: 20.34%2026-09-30: 20.46%2026-10-01: 21.30%2026-10-02: 20.71%2026-10-05: 21.06%2026-10-06: 20.51%2026-10-07: 19.35%2026-10-08: 19.45%2026-10-09: 19.63%2026-10-12: 18.61%2026-10-13: 20.02%2026-10-14: 21.54%2026-10-15: 22.19%2026-10-16: 20.91%2026-10-19: 21.18%2026-10-20: 20.28%2026-10-21: 19.19%2026-10-22: 23.11%2026-10-23: 20.77%2026-10-26: 20.31%2026-10-27: 21.58%2026-10-28: 20.86%2026-10-29: 22.43%2026-10-30: 20.27%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
20.30%
19.52%
19.03%
17.77%
16.08%
16.72%
17.31%
17.08%
18.15%
18.09%
18.89%
18.05%
18.68%
17.98%
16.58%
17.27%
18.60%
17.06%
17.28%
15.28%
18.80%
19.14%
22.10%
18.17%
19.75%
19.89%
19.95%
19.85%
17.27%
18.05%
18.46%
18.38%
18.29%
18.33%
21.36%
20.34%
20.46%
21.30%
20.71%
21.06%
20.51%
19.35%
19.45%
19.63%
18.61%
20.02%
21.54%
22.19%
20.91%
21.18%
20.28%
19.19%
23.11%
20.77%
20.31%
21.58%
20.86%
22.43%
20.27%