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State Street Materials Select Sector SPDR ETF XLB

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Market dataready · fetched 2026-10-16T01:00:25.024Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.057107108Z

FundamentalsAlpha Vantage · ready

Share price$50.56
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$0.23$1.26$2.30$3.34$4.37$44.01$47.57$51.12$54.68$58.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLB spot · $50.56XLB PRICE$0.34$0.87$2.49$2.48$1.67$1.81$1.50$2.34$2.80$2.92$3.03$3.15$4.07$1.12$1.21$1.20$1.57$1.72$1.87$2.10$2.25$2.40$2.46$2.52$2.58$3.93
PutsExpensive1.54×
CallsExpensive2.00×
SkewBullish-7.13 pp
Implied moveBearish±$3.60
TiltBullish4.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.6519.4%6.8%44.2958.1%14.6%
25Δ55.8538.7%12.2%46.3547.7%10.7%
30Δ62.2396.1%28.0%48.0637.3%7.3%
35Δ57.1975.2%18.0%48.7938.9%6.6%
40Δ52.8439.8%7.8%49.6135.8%5.3%
45Δ52.3638.8%7.1%50.3532.7%4.1%
50Δ50.8324.1%3.5%51.0031.1%3.3%
55Δ50.2733.1%4.1%51.5128.9%2.6%
60Δ49.7535.7%4.0%52.0126.5%1.9%
65Δ49.2832.4%3.2%52.3024.0%1.4%
70Δ48.8029.2%2.5%52.5921.5%1.0%
75Δ48.3325.9%1.8%52.8818.9%0.5%
80Δ47.2029.0%1.4%54.3223.4%0.3%

20Δ

Calls
Pseudo strike
53.65
IV
19.4%
B/E move
6.8%
Puts
Pseudo strike
44.29
IV
58.1%
B/E move
14.6%

25Δ

Calls
Pseudo strike
55.85
IV
38.7%
B/E move
12.2%
Puts
Pseudo strike
46.35
IV
47.7%
B/E move
10.7%

30Δ

Calls
Pseudo strike
62.23
IV
96.1%
B/E move
28.0%
Puts
Pseudo strike
48.06
IV
37.3%
B/E move
7.3%

35Δ

Calls
Pseudo strike
57.19
IV
75.2%
B/E move
18.0%
Puts
Pseudo strike
48.79
IV
38.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
52.84
IV
39.8%
B/E move
7.8%
Puts
Pseudo strike
49.61
IV
35.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
52.36
IV
38.8%
B/E move
7.1%
Puts
Pseudo strike
50.35
IV
32.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
50.83
IV
24.1%
B/E move
3.5%
Puts
Pseudo strike
51.00
IV
31.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
50.27
IV
33.1%
B/E move
4.1%
Puts
Pseudo strike
51.51
IV
28.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
49.75
IV
35.7%
B/E move
4.0%
Puts
Pseudo strike
52.01
IV
26.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
49.28
IV
32.4%
B/E move
3.2%
Puts
Pseudo strike
52.30
IV
24.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
48.80
IV
29.2%
B/E move
2.5%
Puts
Pseudo strike
52.59
IV
21.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
48.33
IV
25.9%
B/E move
1.8%
Puts
Pseudo strike
52.88
IV
18.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
47.20
IV
29.0%
B/E move
1.4%
Puts
Pseudo strike
54.32
IV
23.4%
B/E move
0.3%