IntraAlpha
Create free account Start free

State Street Energy Select Sector SPDR ETF XLE

i

Market dataready · fetched 2026-11-07T01:10:40.100Z

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 · 2026-11-07T01:00:00.136629856Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:10:39.556358+00:00

Share price$61.62
1D+0.1%
AH$61.22$61.53$61.84$62.15$62.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLE
Sold putSold callAH

State Street Energy Select Sector SPDR ETF options

Live interpolated XLE call and put midpoint premiums by absolute delta.State Street Energy Select Sector SPDR ETF$0.20$0.98$1.75$2.53$3.30$56.81$60.28$63.75$67.21$70.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XLE spot · $61.62XLE PRICE$0.29$0.42$0.56$0.73$1.01$1.20$1.38$1.62$1.96$2.34$2.86$3.08$0.46$0.68$0.89$1.06$1.22$1.39$1.59$1.96$2.69$2.87$3.05
Puts——
Calls——
Skew——
Implied moveBalanced±$2.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.9130.0%4.2%
25Δ63.6532.9%4.0%59.8034.5%3.7%
30Δ63.3435.3%3.7%
35Δ62.9837.2%3.4%60.6932.5%2.6%
40Δ62.6742.4%3.3%60.9835.6%2.5%
45Δ61.3635.5%2.1%
50Δ61.7536.4%2.2%61.7334.8%1.8%
55Δ61.3635.9%1.8%62.1034.0%1.5%
60Δ60.9636.3%1.5%62.4633.5%1.2%
65Δ60.5038.4%1.4%62.9335.6%1.1%
70Δ59.9940.0%1.2%63.6742.2%1.0%
75Δ59.3742.5%1.0%64.0239.0%0.8%
80Δ58.9739.6%0.7%64.3735.9%0.5%

20Δ

Calls
Pseudo strike
63.91
IV
30.0%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
63.65
IV
32.9%
B/E move
4.0%
Puts
Pseudo strike
59.80
IV
34.5%
B/E move
3.7%

30Δ

Calls
Pseudo strike
63.34
IV
35.3%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
62.98
IV
37.2%
B/E move
3.4%
Puts
Pseudo strike
60.69
IV
32.5%
B/E move
2.6%

40Δ

Calls
Pseudo strike
62.67
IV
42.4%
B/E move
3.3%
Puts
Pseudo strike
60.98
IV
35.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.36
IV
35.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
61.75
IV
36.4%
B/E move
2.2%
Puts
Pseudo strike
61.73
IV
34.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
61.36
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
62.10
IV
34.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
60.96
IV
36.3%
B/E move
1.5%
Puts
Pseudo strike
62.46
IV
33.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
60.50
IV
38.4%
B/E move
1.4%
Puts
Pseudo strike
62.93
IV
35.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
59.99
IV
40.0%
B/E move
1.2%
Puts
Pseudo strike
63.67
IV
42.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
59.37
IV
42.5%
B/E move
1.0%
Puts
Pseudo strike
64.02
IV
39.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
58.97
IV
39.6%
B/E move
0.7%
Puts
Pseudo strike
64.37
IV
35.9%
B/E move
0.5%

Options history

IV · four-Friday blend30.05%
Daily close
XLE21.8%27.1%32.4%2026-08-10: 27.23%2026-08-11: 26.20%2026-08-12: 23.33%2026-08-13: 23.33%2026-08-14: 22.53%2026-08-17: 24.03%2026-08-18: 25.28%2026-08-19: 23.91%2026-08-20: 25.37%2026-08-21: 24.15%2026-08-24: 24.34%2026-08-25: 25.61%2026-08-26: 24.82%2026-08-27: 23.84%2026-08-28: 22.82%2026-08-31: 24.30%2026-09-01: 26.14%2026-09-02: 24.33%2026-09-03: 23.79%2026-09-04: 22.80%2026-09-08: 26.65%2026-09-09: 26.76%2026-09-10: 28.43%2026-09-11: 25.98%2026-09-14: 28.79%2026-09-15: 28.68%2026-09-16: 28.77%2026-09-17: 25.75%2026-09-18: 25.08%2026-09-21: 27.57%2026-09-22: 27.97%2026-09-23: 26.64%2026-09-24: 28.98%2026-09-25: 26.44%2026-09-28: 29.01%2026-09-29: 27.20%2026-09-30: 25.76%2026-10-01: 25.78%2026-10-02: 25.04%2026-10-05: 26.31%2026-10-06: 25.18%2026-10-07: 24.80%2026-10-08: 25.20%2026-10-09: 24.15%2026-10-12: 25.97%2026-10-13: 26.67%2026-10-14: 25.63%2026-10-15: 27.65%2026-10-16: 27.32%2026-10-19: 27.97%2026-10-20: 28.73%2026-10-21: 29.06%2026-10-22: 30.66%2026-10-23: 30.62%2026-10-26: 30.75%2026-10-27: 31.28%2026-10-28: 31.65%2026-10-29: 29.55%2026-10-30: 30.05%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
27.23%
26.20%
23.33%
23.33%
22.53%
24.03%
25.28%
23.91%
25.37%
24.15%
24.34%
25.61%
24.82%
23.84%
22.82%
24.30%
26.14%
24.33%
23.79%
22.80%
26.65%
26.76%
28.43%
25.98%
28.79%
28.68%
28.77%
25.75%
25.08%
27.57%
27.97%
26.64%
28.98%
26.44%
29.01%
27.20%
25.76%
25.78%
25.04%
26.31%
25.18%
24.80%
25.20%
24.15%
25.97%
26.67%
25.63%
27.65%
27.32%
27.97%
28.73%
29.06%
30.66%
30.62%
30.75%
31.28%
31.65%
29.55%
30.05%