IntraAlpha
Create free account Start free

State Street Energy Select Sector SPDR ETF XLE

i

Market dataready · fetched 2026-10-16T00:15:18.209Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.178647268Z

FundamentalsAlpha Vantage · ready

Share price$66.56
1D-1.8%
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$0.44$1.88$3.31$4.74$6.17$59.60$62.99$66.38$69.76$73.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLE spot · $66.56XLE PRICE$0.60$0.78$0.98$1.22$1.30$1.51$1.78$1.87$2.05$3.28$4.18$5.05$5.76$0.66$0.84$1.06$1.26$1.32$2.10$2.98$3.38$3.77$3.02$4.60$4.93$5.71
PutsExpensive1.06×
CallsExpensive1.07×
SkewBearish+1.77 pp
Implied moveBearish±$4.76
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.9526.6%9.0%62.4027.1%7.2%
25Δ70.8626.1%7.6%63.4525.8%5.9%
30Δ69.9425.7%6.6%64.2525.6%5.1%
35Δ69.1725.9%5.8%65.0524.5%4.2%
40Δ68.2522.8%4.5%65.8221.3%3.1%
45Δ67.5722.1%3.8%66.4927.0%3.3%
50Δ66.9922.3%3.3%67.1833.4%3.6%
55Δ66.4720.2%2.7%68.0032.3%2.9%
60Δ65.9318.9%2.1%68.8231.2%2.3%
65Δ64.9126.7%2.4%68.8621.6%1.1%
70Δ63.8429.5%2.2%70.3228.7%1.2%
75Δ62.7931.5%1.9%70.9626.8%0.8%
80Δ61.8130.9%1.5%71.9526.6%0.5%

20Δ

Calls
Pseudo strike
71.95
IV
26.6%
B/E move
9.0%
Puts
Pseudo strike
62.40
IV
27.1%
B/E move
7.2%

25Δ

Calls
Pseudo strike
70.86
IV
26.1%
B/E move
7.6%
Puts
Pseudo strike
63.45
IV
25.8%
B/E move
5.9%

30Δ

Calls
Pseudo strike
69.94
IV
25.7%
B/E move
6.6%
Puts
Pseudo strike
64.25
IV
25.6%
B/E move
5.1%

35Δ

Calls
Pseudo strike
69.17
IV
25.9%
B/E move
5.8%
Puts
Pseudo strike
65.05
IV
24.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
68.25
IV
22.8%
B/E move
4.5%
Puts
Pseudo strike
65.82
IV
21.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
67.57
IV
22.1%
B/E move
3.8%
Puts
Pseudo strike
66.49
IV
27.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
66.99
IV
22.3%
B/E move
3.3%
Puts
Pseudo strike
67.18
IV
33.4%
B/E move
3.6%

55Δ

Calls
Pseudo strike
66.47
IV
20.2%
B/E move
2.7%
Puts
Pseudo strike
68.00
IV
32.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
65.93
IV
18.9%
B/E move
2.1%
Puts
Pseudo strike
68.82
IV
31.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
64.91
IV
26.7%
B/E move
2.4%
Puts
Pseudo strike
68.86
IV
21.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
63.84
IV
29.5%
B/E move
2.2%
Puts
Pseudo strike
70.32
IV
28.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
62.79
IV
31.5%
B/E move
1.9%
Puts
Pseudo strike
70.96
IV
26.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
61.81
IV
30.9%
B/E move
1.5%
Puts
Pseudo strike
71.95
IV
26.6%
B/E move
0.5%