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State Street Materials Select Sector SPDR ETF XLB

i

Market dataready · fetched 2026-11-06T19:50:06.231Z

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 · 2026-11-06T19:49:44.670216824Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T19:50:05.621788+00:00

Share price$52.18
1D+1.1%
$51.53$51.79$52.06$52.32$52.595:30 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$0.14$0.72$1.31$1.89$2.48$49.65$50.95$52.25$53.55$54.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XLB spot · $52.17XLB PRICE$0.20$0.27$0.34$0.42$0.51$0.60$0.72$0.84$1.00$1.16$1.39$2.31$0.24$0.32$0.40$0.48$0.58$0.67$0.77$0.87$1.02$1.18$1.35$1.52$1.85
PutsFair0.96×
Calls——
Skew——
Implied moveBearish±$1.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.8425.6%3.6%50.5029.3%3.7%
25Δ53.4925.2%3.0%50.8529.0%3.2%
30Δ53.2225.1%2.7%51.1728.5%2.7%
35Δ52.9525.0%2.3%51.4827.9%2.3%
40Δ52.7124.9%2.0%51.7527.3%1.9%
45Δ52.4724.9%1.7%52.0126.8%1.6%
50Δ52.2425.3%1.5%52.2426.0%1.4%
55Δ52.0125.6%1.3%52.4725.3%1.1%
60Δ51.7626.1%1.1%52.7225.3%0.9%
65Δ51.5126.5%1.0%52.9725.5%0.7%
70Δ51.2127.5%0.8%53.2225.2%0.6%
75Δ53.4724.8%0.4%
80Δ50.1934.7%0.6%53.8625.8%0.3%

20Δ

Calls
Pseudo strike
53.84
IV
25.6%
B/E move
3.6%
Puts
Pseudo strike
50.50
IV
29.3%
B/E move
3.7%

25Δ

Calls
Pseudo strike
53.49
IV
25.2%
B/E move
3.0%
Puts
Pseudo strike
50.85
IV
29.0%
B/E move
3.2%

30Δ

Calls
Pseudo strike
53.22
IV
25.1%
B/E move
2.7%
Puts
Pseudo strike
51.17
IV
28.5%
B/E move
2.7%

35Δ

Calls
Pseudo strike
52.95
IV
25.0%
B/E move
2.3%
Puts
Pseudo strike
51.48
IV
27.9%
B/E move
2.3%

40Δ

Calls
Pseudo strike
52.71
IV
24.9%
B/E move
2.0%
Puts
Pseudo strike
51.75
IV
27.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
52.47
IV
24.9%
B/E move
1.7%
Puts
Pseudo strike
52.01
IV
26.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
52.24
IV
25.3%
B/E move
1.5%
Puts
Pseudo strike
52.24
IV
26.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
52.01
IV
25.6%
B/E move
1.3%
Puts
Pseudo strike
52.47
IV
25.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
51.76
IV
26.1%
B/E move
1.1%
Puts
Pseudo strike
52.72
IV
25.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
51.51
IV
26.5%
B/E move
1.0%
Puts
Pseudo strike
52.97
IV
25.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
51.21
IV
27.5%
B/E move
0.8%
Puts
Pseudo strike
53.22
IV
25.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.47
IV
24.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
50.19
IV
34.7%
B/E move
0.6%
Puts
Pseudo strike
53.86
IV
25.8%
B/E move
0.3%

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%