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State Street Financial Select Sector SPDR ETF XLF

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Market dataready · fetched 2026-10-15T21:10:21.807Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:08:57.037601168Z

FundamentalsAlpha Vantage · ready

Share price$55.27
1D+0.8%
AH$54.63$54.83$55.02$55.22$55.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLF
Sold putSold callAH

State Street Financial Select Sector SPDR ETF options

Live interpolated XLF call and put midpoint premiums by absolute delta.State Street Financial Select Sector SPDR ETF$0.00$1.10$2.21$3.31$4.41$51.80$53.81$55.82$57.83$59.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $55.27OPTION PRICELive XLF spot · $55.27XLF PRICE$1.08$2.29$1.45$0.13$0.16$0.20$0.24$0.27$0.31$0.35$0.46$2.27$4.09$0.07$0.08$0.18$0.63$1.03$1.42$1.82$2.22$2.53$2.57$2.61$2.65$2.95
PutsExpensive6.71×
CallsExpensive6.89×
SkewBullish-38.89 pp
Implied moveBearish±$2.06
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.07373.2%21.5%54.6122.2%1.3%
25Δ71.96623.0%34.3%54.8219.8%1.0%
30Δ64.14359.8%18.7%54.8431.1%1.1%
35Δ55.4918.5%0.6%54.7672.1%2.1%
40Δ55.4218.5%0.6%55.1290.2%2.1%
45Δ55.3518.5%0.5%55.49108.4%2.2%
50Δ55.2818.5%0.4%55.86126.5%2.2%
55Δ55.2118.6%0.4%56.22144.7%2.3%
60Δ55.1418.6%0.3%56.57154.7%2.2%
65Δ55.0718.6%0.3%56.87138.6%1.8%
70Δ54.9321.5%0.2%57.17122.6%1.3%
75Δ53.2986.6%0.5%57.47106.5%0.8%
80Δ51.64151.8%0.8%57.89102.9%0.6%

20Δ

Calls
Pseudo strike
66.07
IV
373.2%
B/E move
21.5%
Puts
Pseudo strike
54.61
IV
22.2%
B/E move
1.3%

25Δ

Calls
Pseudo strike
71.96
IV
623.0%
B/E move
34.3%
Puts
Pseudo strike
54.82
IV
19.8%
B/E move
1.0%

30Δ

Calls
Pseudo strike
64.14
IV
359.8%
B/E move
18.7%
Puts
Pseudo strike
54.84
IV
31.1%
B/E move
1.1%

35Δ

Calls
Pseudo strike
55.49
IV
18.5%
B/E move
0.6%
Puts
Pseudo strike
54.76
IV
72.1%
B/E move
2.1%

40Δ

Calls
Pseudo strike
55.42
IV
18.5%
B/E move
0.6%
Puts
Pseudo strike
55.12
IV
90.2%
B/E move
2.1%

45Δ

Calls
Pseudo strike
55.35
IV
18.5%
B/E move
0.5%
Puts
Pseudo strike
55.49
IV
108.4%
B/E move
2.2%

50Δ

Calls
Pseudo strike
55.28
IV
18.5%
B/E move
0.4%
Puts
Pseudo strike
55.86
IV
126.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
55.21
IV
18.6%
B/E move
0.4%
Puts
Pseudo strike
56.22
IV
144.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
55.14
IV
18.6%
B/E move
0.3%
Puts
Pseudo strike
56.57
IV
154.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
55.07
IV
18.6%
B/E move
0.3%
Puts
Pseudo strike
56.87
IV
138.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
54.93
IV
21.5%
B/E move
0.2%
Puts
Pseudo strike
57.17
IV
122.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
53.29
IV
86.6%
B/E move
0.5%
Puts
Pseudo strike
57.47
IV
106.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
51.64
IV
151.8%
B/E move
0.8%
Puts
Pseudo strike
57.89
IV
102.9%
B/E move
0.6%