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State Street Materials Select Sector SPDR ETF XLB

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Market dataready · fetched 2026-10-15T21:55:41.131Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:48:40.567110942Z

FundamentalsAlpha Vantage · ready

Share price$50.73
1D+1.0%
AH$49.95$50.16$50.37$50.58$50.795:30 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$0.19$0.87$1.55$2.23$2.91$44.85$47.59$50.34$53.08$55.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLB spot · $50.73XLB PRICE$0.88$0.58$0.27$0.33$0.75$1.15$1.55$1.95$2.35$2.51$2.48$2.51$2.55$1.12$1.15$1.19$1.22$1.17$1.26$1.41$1.57$1.70$1.78$1.86$1.93$2.72
PutsExpensive14.37×
CallsExpensive6.68×
SkewBearish+31.01 pp
Implied moveBullish±$2.95
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.94419.3%27.8%40.94478.3%21.5%
25Δ58.73259.3%16.9%43.39392.1%16.7%
30Δ53.5199.4%6.0%45.85305.9%12.0%
35Δ51.1751.1%1.5%48.31219.7%7.2%
40Δ51.50106.1%3.0%49.89150.3%4.0%
45Δ51.05121.9%2.9%50.41138.4%3.1%
50Δ50.60137.7%2.8%50.84129.0%2.6%
55Δ50.15153.6%2.7%51.24124.0%2.1%
60Δ49.70169.4%2.6%51.58119.5%1.7%
65Δ49.32164.9%2.2%51.82109.6%1.4%
70Δ48.99143.5%1.4%52.0599.7%1.0%
75Δ48.75124.5%1.0%52.2989.8%0.7%
80Δ48.51105.6%0.6%53.17103.0%0.5%

20Δ

Calls
Pseudo strike
63.94
IV
419.3%
B/E move
27.8%
Puts
Pseudo strike
40.94
IV
478.3%
B/E move
21.5%

25Δ

Calls
Pseudo strike
58.73
IV
259.3%
B/E move
16.9%
Puts
Pseudo strike
43.39
IV
392.1%
B/E move
16.7%

30Δ

Calls
Pseudo strike
53.51
IV
99.4%
B/E move
6.0%
Puts
Pseudo strike
45.85
IV
305.9%
B/E move
12.0%

35Δ

Calls
Pseudo strike
51.17
IV
51.1%
B/E move
1.5%
Puts
Pseudo strike
48.31
IV
219.7%
B/E move
7.2%

40Δ

Calls
Pseudo strike
51.50
IV
106.1%
B/E move
3.0%
Puts
Pseudo strike
49.89
IV
150.3%
B/E move
4.0%

45Δ

Calls
Pseudo strike
51.05
IV
121.9%
B/E move
2.9%
Puts
Pseudo strike
50.41
IV
138.4%
B/E move
3.1%

50Δ

Calls
Pseudo strike
50.60
IV
137.7%
B/E move
2.8%
Puts
Pseudo strike
50.84
IV
129.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
50.15
IV
153.6%
B/E move
2.7%
Puts
Pseudo strike
51.24
IV
124.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
49.70
IV
169.4%
B/E move
2.6%
Puts
Pseudo strike
51.58
IV
119.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
49.32
IV
164.9%
B/E move
2.2%
Puts
Pseudo strike
51.82
IV
109.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
48.99
IV
143.5%
B/E move
1.4%
Puts
Pseudo strike
52.05
IV
99.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
48.75
IV
124.5%
B/E move
1.0%
Puts
Pseudo strike
52.29
IV
89.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
48.51
IV
105.6%
B/E move
0.6%
Puts
Pseudo strike
53.17
IV
103.0%
B/E move
0.5%