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State Street Industrial Select Sector SPDR ETF XLI

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Market dataready · fetched 2026-10-15T20:04:08.924Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.203187571Z

FundamentalsAlpha Vantage · ready

Share price$167.89
1D+0.5%
AH$164.64$165.51$166.39$167.26$168.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLI
Sold putSold callAH

State Street Industrial Select Sector SPDR ETF options

Live interpolated XLI call and put midpoint premiums by absolute delta.State Street Industrial Select Sector SPDR ETF$0.18$1.82$3.46$5.10$6.74$163.95$165.69$167.42$169.16$170.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $167.89OPTION PRICELive XLI spot · $167.89XLI PRICE$0.40$0.40$0.40$0.45$0.49$0.54$0.63$0.79$0.94$1.00$1.07$1.39$3.36$0.36$0.50$0.58$0.59$0.70$0.81$0.94$1.32$1.79$2.29$2.82$3.40$6.27
PutsExpensive1.35×
CallsCheap0.89×
SkewBearish+13.67 pp
Implied moveBearish±$1.57
TiltBearish30.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ170.9940.8%2.1%165.3734.9%1.7%
25Δ170.0432.7%1.5%165.7836.7%1.6%
30Δ169.0824.6%1.0%166.3034.7%1.3%
35Δ168.7422.2%0.8%166.9628.3%0.9%
40Δ168.4520.3%0.6%167.3127.4%0.8%
45Δ168.1618.4%0.5%167.6226.9%0.6%
50Δ167.9017.9%0.4%167.9226.5%0.5%
55Δ167.6919.1%0.4%168.3430.7%0.5%
60Δ167.4820.0%0.3%168.8136.5%0.5%
65Δ167.3118.6%0.3%169.3740.8%0.5%
70Δ167.1517.2%0.2%170.0044.1%0.4%
75Δ166.7518.3%0.1%170.7145.7%0.3%
80Δ164.8436.4%0.2%173.5171.0%0.4%

20Δ

Calls
Pseudo strike
170.99
IV
40.8%
B/E move
2.1%
Puts
Pseudo strike
165.37
IV
34.9%
B/E move
1.7%

25Δ

Calls
Pseudo strike
170.04
IV
32.7%
B/E move
1.5%
Puts
Pseudo strike
165.78
IV
36.7%
B/E move
1.6%

30Δ

Calls
Pseudo strike
169.08
IV
24.6%
B/E move
1.0%
Puts
Pseudo strike
166.30
IV
34.7%
B/E move
1.3%

35Δ

Calls
Pseudo strike
168.74
IV
22.2%
B/E move
0.8%
Puts
Pseudo strike
166.96
IV
28.3%
B/E move
0.9%

40Δ

Calls
Pseudo strike
168.45
IV
20.3%
B/E move
0.6%
Puts
Pseudo strike
167.31
IV
27.4%
B/E move
0.8%

45Δ

Calls
Pseudo strike
168.16
IV
18.4%
B/E move
0.5%
Puts
Pseudo strike
167.62
IV
26.9%
B/E move
0.6%

50Δ

Calls
Pseudo strike
167.90
IV
17.9%
B/E move
0.4%
Puts
Pseudo strike
167.92
IV
26.5%
B/E move
0.5%

55Δ

Calls
Pseudo strike
167.69
IV
19.1%
B/E move
0.4%
Puts
Pseudo strike
168.34
IV
30.7%
B/E move
0.5%

60Δ

Calls
Pseudo strike
167.48
IV
20.0%
B/E move
0.3%
Puts
Pseudo strike
168.81
IV
36.5%
B/E move
0.5%

65Δ

Calls
Pseudo strike
167.31
IV
18.6%
B/E move
0.3%
Puts
Pseudo strike
169.37
IV
40.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
167.15
IV
17.2%
B/E move
0.2%
Puts
Pseudo strike
170.00
IV
44.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
166.75
IV
18.3%
B/E move
0.1%
Puts
Pseudo strike
170.71
IV
45.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
164.84
IV
36.4%
B/E move
0.2%
Puts
Pseudo strike
173.51
IV
71.0%
B/E move
0.4%