IntraAlpha
Create free account Start free

State Street Energy Select Sector SPDR ETF XLE

i

Market dataready · fetched 2026-10-15T20:32:54.593Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:51.290783023Z

FundamentalsAlpha Vantage · ready

Share price$66.61
1D-1.7%
AH$66.13$66.60$67.07$67.53$68.005:30 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$0.04$0.73$1.42$2.11$2.80$62.77$64.66$66.55$68.44$70.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $66.61OPTION PRICELive XLE spot · $66.61XLE PRICE$0.11$1.67$1.73$0.22$0.30$0.38$0.46$0.57$0.87$1.21$1.62$2.03$2.44$0.18$0.19$2.46$1.76$1.06$0.36$0.39$0.44$0.49$0.53$2.38$1.87$2.60
PutsExpensive2.57×
CallsExpensive4.31×
SkewBearish+3.37 pp
Implied moveBullish±$0.86
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.5129.8%1.5%65.2446.7%2.3%
25Δ75.46327.7%15.8%65.7436.9%1.6%
30Δ74.98320.7%15.2%61.59344.0%11.2%
35Δ66.9726.2%0.9%63.22239.7%7.7%
40Δ66.8528.2%0.8%64.84135.5%4.2%
45Δ66.7330.1%0.7%66.4731.3%0.7%
50Δ66.6132.1%0.7%66.6128.3%0.6%
55Δ66.4635.2%0.6%66.7226.9%0.5%
60Δ66.1945.9%0.7%66.8325.6%0.4%
65Δ65.8655.1%0.7%66.9424.3%0.3%
70Δ65.3960.4%0.6%68.4192.9%0.9%
75Δ64.9265.6%0.5%68.1465.3%0.5%
80Δ64.4570.9%0.4%68.9474.3%0.4%

20Δ

Calls
Pseudo strike
67.51
IV
29.8%
B/E move
1.5%
Puts
Pseudo strike
65.24
IV
46.7%
B/E move
2.3%

25Δ

Calls
Pseudo strike
75.46
IV
327.7%
B/E move
15.8%
Puts
Pseudo strike
65.74
IV
36.9%
B/E move
1.6%

30Δ

Calls
Pseudo strike
74.98
IV
320.7%
B/E move
15.2%
Puts
Pseudo strike
61.59
IV
344.0%
B/E move
11.2%

35Δ

Calls
Pseudo strike
66.97
IV
26.2%
B/E move
0.9%
Puts
Pseudo strike
63.22
IV
239.7%
B/E move
7.7%

40Δ

Calls
Pseudo strike
66.85
IV
28.2%
B/E move
0.8%
Puts
Pseudo strike
64.84
IV
135.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
66.73
IV
30.1%
B/E move
0.7%
Puts
Pseudo strike
66.47
IV
31.3%
B/E move
0.7%

50Δ

Calls
Pseudo strike
66.61
IV
32.1%
B/E move
0.7%
Puts
Pseudo strike
66.61
IV
28.3%
B/E move
0.6%

55Δ

Calls
Pseudo strike
66.46
IV
35.2%
B/E move
0.6%
Puts
Pseudo strike
66.72
IV
26.9%
B/E move
0.5%

60Δ

Calls
Pseudo strike
66.19
IV
45.9%
B/E move
0.7%
Puts
Pseudo strike
66.83
IV
25.6%
B/E move
0.4%

65Δ

Calls
Pseudo strike
65.86
IV
55.1%
B/E move
0.7%
Puts
Pseudo strike
66.94
IV
24.3%
B/E move
0.3%

70Δ

Calls
Pseudo strike
65.39
IV
60.4%
B/E move
0.6%
Puts
Pseudo strike
68.41
IV
92.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
64.92
IV
65.6%
B/E move
0.5%
Puts
Pseudo strike
68.14
IV
65.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
64.45
IV
70.9%
B/E move
0.4%
Puts
Pseudo strike
68.94
IV
74.3%
B/E move
0.4%