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State Street Energy Select Sector SPDR ETF XLE

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Market dataready · fetched 2026-10-15T21:01:45.074Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:59:14.764762547Z

FundamentalsAlpha Vantage · ready

Share price$66.57
1D-1.6%
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$0.11$0.77$1.43$2.09$2.75$62.71$64.64$66.56$68.49$70.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $66.57OPTION PRICELive XLE spot · $66.57XLE PRICE$0.26$1.68$1.57$0.24$0.32$0.40$0.48$0.66$0.95$1.31$1.73$2.14$2.56$0.18$0.19$2.48$1.83$1.19$0.55$0.48$0.66$0.85$1.03$1.21$1.07$2.01
PutsExpensive2.58×
CallsExpensive4.54×
SkewBearish+0.52 pp
Implied moveBalanced±$0.96
TiltBullish2.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.6669.1%3.5%65.2046.5%2.3%
25Δ75.52334.5%16.0%65.7037.0%1.6%
30Δ74.14293.8%13.7%61.56348.6%11.2%
35Δ66.9527.7%0.9%63.05251.7%8.0%
40Δ66.8229.9%0.9%64.55154.8%4.8%
45Δ66.7032.0%0.8%66.0557.9%1.6%
50Δ66.5734.1%0.7%66.6531.3%0.6%
55Δ66.3939.8%0.7%66.8535.4%0.6%
60Δ66.1250.4%0.8%67.0639.4%0.5%
65Δ65.7558.5%0.7%67.2743.5%0.5%
70Δ65.2764.4%0.6%67.4847.5%0.5%
75Δ64.7970.3%0.5%67.4835.4%0.2%
80Δ64.3176.1%0.5%68.3758.5%0.3%

20Δ

Calls
Pseudo strike
68.66
IV
69.1%
B/E move
3.5%
Puts
Pseudo strike
65.20
IV
46.5%
B/E move
2.3%

25Δ

Calls
Pseudo strike
75.52
IV
334.5%
B/E move
16.0%
Puts
Pseudo strike
65.70
IV
37.0%
B/E move
1.6%

30Δ

Calls
Pseudo strike
74.14
IV
293.8%
B/E move
13.7%
Puts
Pseudo strike
61.56
IV
348.6%
B/E move
11.2%

35Δ

Calls
Pseudo strike
66.95
IV
27.7%
B/E move
0.9%
Puts
Pseudo strike
63.05
IV
251.7%
B/E move
8.0%

40Δ

Calls
Pseudo strike
66.82
IV
29.9%
B/E move
0.9%
Puts
Pseudo strike
64.55
IV
154.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
66.70
IV
32.0%
B/E move
0.8%
Puts
Pseudo strike
66.05
IV
57.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
66.57
IV
34.1%
B/E move
0.7%
Puts
Pseudo strike
66.65
IV
31.3%
B/E move
0.6%

55Δ

Calls
Pseudo strike
66.39
IV
39.8%
B/E move
0.7%
Puts
Pseudo strike
66.85
IV
35.4%
B/E move
0.6%

60Δ

Calls
Pseudo strike
66.12
IV
50.4%
B/E move
0.8%
Puts
Pseudo strike
67.06
IV
39.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
65.75
IV
58.5%
B/E move
0.7%
Puts
Pseudo strike
67.27
IV
43.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
65.27
IV
64.4%
B/E move
0.6%
Puts
Pseudo strike
67.48
IV
47.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
64.79
IV
70.3%
B/E move
0.5%
Puts
Pseudo strike
67.48
IV
35.4%
B/E move
0.2%

80Δ

Calls
Pseudo strike
64.31
IV
76.1%
B/E move
0.5%
Puts
Pseudo strike
68.37
IV
58.5%
B/E move
0.3%