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State Street Financial Select Sector SPDR ETF XLF

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Market dataready · fetched 2026-10-20T06:07:50.826Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T00:00:00.13407737Z

FundamentalsAlpha Vantage · ready

Share price$55.06
1D-0.3%
AH$55.00$55.10$55.20$55.29$55.395:30 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$0.15$1.20$2.26$3.31$4.36$51.60$53.42$55.24$57.07$58.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLF spot · $55.06XLF PRICE$0.26$0.36$0.50$0.63$0.70$0.80$0.98$1.21$1.42$2.74$2.51$4.06$3.34$0.39$0.40$0.56$0.70$0.82$0.95$1.05$1.19$1.39$1.78$2.12$2.43$2.56
PutsExpensive1.09×
CallsExpensive1.34×
SkewBullish-2.28 pp
Implied moveBearish±$2.03
TiltBullish8.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.3715.0%4.7%52.5121.2%5.3%
25Δ56.9815.3%4.1%53.6016.0%3.4%
30Δ56.7116.5%3.9%53.8717.5%3.2%
35Δ56.4017.1%3.6%54.2217.9%2.8%
40Δ55.9515.7%2.9%54.6217.4%2.3%
45Δ55.6315.0%2.5%54.9716.9%1.9%
50Δ55.3115.5%2.2%55.2915.9%1.5%
55Δ54.9716.7%2.0%55.6215.4%1.1%
60Δ54.6216.9%1.8%55.9415.6%0.9%
65Δ53.6429.0%2.4%56.4017.2%0.8%
70Δ53.4122.4%1.6%56.8417.5%0.6%
75Δ52.0133.1%1.8%57.2717.5%0.4%
80Δ52.3123.0%1.1%57.5715.5%0.1%

20Δ

Calls
Pseudo strike
57.37
IV
15.0%
B/E move
4.7%
Puts
Pseudo strike
52.51
IV
21.2%
B/E move
5.3%

25Δ

Calls
Pseudo strike
56.98
IV
15.3%
B/E move
4.1%
Puts
Pseudo strike
53.60
IV
16.0%
B/E move
3.4%

30Δ

Calls
Pseudo strike
56.71
IV
16.5%
B/E move
3.9%
Puts
Pseudo strike
53.87
IV
17.5%
B/E move
3.2%

35Δ

Calls
Pseudo strike
56.40
IV
17.1%
B/E move
3.6%
Puts
Pseudo strike
54.22
IV
17.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
55.95
IV
15.7%
B/E move
2.9%
Puts
Pseudo strike
54.62
IV
17.4%
B/E move
2.3%

45Δ

Calls
Pseudo strike
55.63
IV
15.0%
B/E move
2.5%
Puts
Pseudo strike
54.97
IV
16.9%
B/E move
1.9%

50Δ

Calls
Pseudo strike
55.31
IV
15.5%
B/E move
2.2%
Puts
Pseudo strike
55.29
IV
15.9%
B/E move
1.5%

55Δ

Calls
Pseudo strike
54.97
IV
16.7%
B/E move
2.0%
Puts
Pseudo strike
55.62
IV
15.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
54.62
IV
16.9%
B/E move
1.8%
Puts
Pseudo strike
55.94
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
53.64
IV
29.0%
B/E move
2.4%
Puts
Pseudo strike
56.40
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
53.41
IV
22.4%
B/E move
1.6%
Puts
Pseudo strike
56.84
IV
17.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
52.01
IV
33.1%
B/E move
1.8%
Puts
Pseudo strike
57.27
IV
17.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
52.31
IV
23.0%
B/E move
1.1%
Puts
Pseudo strike
57.57
IV
15.5%
B/E move
0.1%

Options history

XLF15.5115.5215.542026-10-19T20:10:16.288000+00:00: 15.52%Oct 19Oct 19
Table
ObservationIVSkewImplied move
15.52%0.79 pp3.68%