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State Street Communication Services Select Sector SPDR ETF XLC

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Market dataready · fetched 2026-10-15T21:02:50.038Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:44:30.778734746Z

FundamentalsAlpha Vantage · ready

Share price$112.24
1D+1.0%
AH$110.96$111.39$111.81$112.23$112.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLC
Sold putSold callAH

State Street Communication Services Select Sector SPDR ETF options

Live interpolated XLC call and put midpoint premiums by absolute delta.State Street Communication Services Select Sector SPDR ETF$0.23$1.43$2.63$3.82$5.02$107.03$109.63$112.23$114.84$117.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $112.24OPTION PRICELive XLC spot · $112.24XLC PRICE$1.03$0.55$0.48$0.56$1.25$1.87$2.35$1.04$1.07$1.67$3.04$2.75$4.68$0.36$0.71$1.13$1.55$2.07$2.50$2.50$2.14$1.92$1.79$1.67$1.54$1.42
PutsExpensive5.72×
CallsExpensive2.45×
SkewNeutral+0.19 pp
Implied moveBearish±$4.85
TiltBullish2.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.48171.3%9.2%109.6455.4%2.6%
25Δ115.5973.4%3.5%110.1364.0%2.5%
30Δ113.6844.7%1.7%110.2782.1%2.8%
35Δ113.2441.9%1.4%110.41100.2%3.0%
40Δ113.4176.3%2.2%110.73119.9%3.2%
45Δ112.9494.9%2.3%111.58123.5%2.8%
50Δ112.47107.0%2.3%112.41105.5%2.1%
55Δ112.0540.1%0.8%112.8679.0%1.4%
60Δ111.7634.3%0.5%113.0763.3%1.0%
65Δ111.2346.9%0.6%113.1753.8%0.8%
70Δ110.0674.5%0.8%113.2844.4%0.6%
75Δ110.0459.0%0.5%113.3834.9%0.4%
80Δ108.1184.8%0.5%113.4925.4%0.1%

20Δ

Calls
Pseudo strike
121.48
IV
171.3%
B/E move
9.2%
Puts
Pseudo strike
109.64
IV
55.4%
B/E move
2.6%

25Δ

Calls
Pseudo strike
115.59
IV
73.4%
B/E move
3.5%
Puts
Pseudo strike
110.13
IV
64.0%
B/E move
2.5%

30Δ

Calls
Pseudo strike
113.68
IV
44.7%
B/E move
1.7%
Puts
Pseudo strike
110.27
IV
82.1%
B/E move
2.8%

35Δ

Calls
Pseudo strike
113.24
IV
41.9%
B/E move
1.4%
Puts
Pseudo strike
110.41
IV
100.2%
B/E move
3.0%

40Δ

Calls
Pseudo strike
113.41
IV
76.3%
B/E move
2.2%
Puts
Pseudo strike
110.73
IV
119.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
112.94
IV
94.9%
B/E move
2.3%
Puts
Pseudo strike
111.58
IV
123.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
112.47
IV
107.0%
B/E move
2.3%
Puts
Pseudo strike
112.41
IV
105.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
112.05
IV
40.1%
B/E move
0.8%
Puts
Pseudo strike
112.86
IV
79.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
111.76
IV
34.3%
B/E move
0.5%
Puts
Pseudo strike
113.07
IV
63.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
111.23
IV
46.9%
B/E move
0.6%
Puts
Pseudo strike
113.17
IV
53.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
110.06
IV
74.5%
B/E move
0.8%
Puts
Pseudo strike
113.28
IV
44.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
110.04
IV
59.0%
B/E move
0.5%
Puts
Pseudo strike
113.38
IV
34.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
108.11
IV
84.8%
B/E move
0.5%
Puts
Pseudo strike
113.49
IV
25.4%
B/E move
0.1%