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State Street Communication Services Select Sector SPDR ETF XLC

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Market dataready · fetched 2026-10-16T00:16:32.469Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.142828833Z

FundamentalsAlpha Vantage · ready

Share price$112.44
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$0.51$2.58$4.65$6.71$8.78$103.05$107.70$112.36$117.01$121.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLC spot · $112.44XLC PRICE$0.74$1.11$1.47$1.47$1.80$2.34$2.79$3.10$3.69$4.35$6.06$6.44$7.81$0.91$1.22$1.47$2.32$1.89$2.13$2.78$3.74$4.58$5.23$5.73$6.68$8.18
PutsExpensive1.09×
CallsFair1.00×
SkewBearish+0.48 pp
Implied moveBalanced±$5.58
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.9719.2%6.5%106.7022.2%5.9%
25Δ118.2120.8%6.1%107.9122.4%5.1%
30Δ117.4022.2%5.7%109.1921.2%4.2%
35Δ115.6218.3%4.1%109.6126.9%4.6%
40Δ114.6818.3%3.6%111.4018.3%2.6%
45Δ114.0120.3%3.5%112.3117.0%2.0%
50Δ113.1120.6%3.1%113.0919.0%1.9%
55Δ112.2319.7%2.6%114.1221.7%1.8%
60Δ111.2920.2%2.3%115.2522.9%1.6%
65Δ110.3120.7%2.0%116.3022.7%1.2%
70Δ108.6325.5%2.0%117.2321.5%0.8%
75Δ107.6923.4%1.5%118.4721.7%0.6%
80Δ106.0524.7%1.3%120.2222.7%0.4%

20Δ

Calls
Pseudo strike
118.97
IV
19.2%
B/E move
6.5%
Puts
Pseudo strike
106.70
IV
22.2%
B/E move
5.9%

25Δ

Calls
Pseudo strike
118.21
IV
20.8%
B/E move
6.1%
Puts
Pseudo strike
107.91
IV
22.4%
B/E move
5.1%

30Δ

Calls
Pseudo strike
117.40
IV
22.2%
B/E move
5.7%
Puts
Pseudo strike
109.19
IV
21.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
115.62
IV
18.3%
B/E move
4.1%
Puts
Pseudo strike
109.61
IV
26.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
114.68
IV
18.3%
B/E move
3.6%
Puts
Pseudo strike
111.40
IV
18.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
114.01
IV
20.3%
B/E move
3.5%
Puts
Pseudo strike
112.31
IV
17.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
113.11
IV
20.6%
B/E move
3.1%
Puts
Pseudo strike
113.09
IV
19.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
112.23
IV
19.7%
B/E move
2.6%
Puts
Pseudo strike
114.12
IV
21.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
111.29
IV
20.2%
B/E move
2.3%
Puts
Pseudo strike
115.25
IV
22.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
110.31
IV
20.7%
B/E move
2.0%
Puts
Pseudo strike
116.30
IV
22.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
108.63
IV
25.5%
B/E move
2.0%
Puts
Pseudo strike
117.23
IV
21.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
107.69
IV
23.4%
B/E move
1.5%
Puts
Pseudo strike
118.47
IV
21.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
106.05
IV
24.7%
B/E move
1.3%
Puts
Pseudo strike
120.22
IV
22.7%
B/E move
0.4%