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State Street Industrial Select Sector SPDR ETF XLI

i

Market dataready · fetched 2026-11-06T21:23:07.884Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T21:13:39.372615416Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:23:06.998702+00:00

Share price$163.00
1D+0.0%
AH$161.87$162.35$162.82$163.30$163.775:30 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$0.92$2.32$3.71$5.10$6.49$-0.16$0.17$0.50$0.83$1.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEXLI PRICE$1.15$1.31$1.57$2.63$3.17$3.70$4.29$5.16$6.09$1.11$1.07$1.19$1.30$1.70$2.05$2.38$2.75$4.05$4.60$5.28
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ155.5442.5%5.3%
25Δ158.5831.3%3.4%
30Δ166.5427.3%2.9%160.0527.1%2.5%
35Δ165.4825.2%2.3%161.1723.8%1.9%
40Δ164.6224.6%2.0%161.7825.6%1.8%
45Δ162.4926.2%1.6%
50Δ163.2225.8%1.3%
55Δ162.5025.6%1.3%163.9525.5%1.1%
60Δ161.7026.7%1.2%
65Δ160.8927.1%1.0%
70Δ160.0327.4%0.8%166.1424.4%0.6%
75Δ158.9428.6%0.7%166.9224.0%0.4%
80Δ157.7829.3%0.5%167.8123.8%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
155.54
IV
42.5%
B/E move
5.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
158.58
IV
31.3%
B/E move
3.4%

30Δ

Calls
Pseudo strike
166.54
IV
27.3%
B/E move
2.9%
Puts
Pseudo strike
160.05
IV
27.1%
B/E move
2.5%

35Δ

Calls
Pseudo strike
165.48
IV
25.2%
B/E move
2.3%
Puts
Pseudo strike
161.17
IV
23.8%
B/E move
1.9%

40Δ

Calls
Pseudo strike
164.62
IV
24.6%
B/E move
2.0%
Puts
Pseudo strike
161.78
IV
25.6%
B/E move
1.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
162.49
IV
26.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
163.22
IV
25.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
162.50
IV
25.6%
B/E move
1.3%
Puts
Pseudo strike
163.95
IV
25.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
161.70
IV
26.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
160.89
IV
27.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
160.03
IV
27.4%
B/E move
0.8%
Puts
Pseudo strike
166.14
IV
24.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
158.94
IV
28.6%
B/E move
0.7%
Puts
Pseudo strike
166.92
IV
24.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
157.78
IV
29.3%
B/E move
0.5%
Puts
Pseudo strike
167.81
IV
23.8%
B/E move
0.3%

Options history

IV · four-Friday blend24.02%
Daily close
XLI13.9%20.0%26.1%2026-08-10: 18.15%2026-08-11: 18.74%2026-08-12: 18.20%2026-08-13: 16.86%2026-08-14: 16.17%2026-08-17: 16.42%2026-08-18: 16.88%2026-08-19: 16.87%2026-08-20: 17.95%2026-08-21: 16.37%2026-08-24: 16.79%2026-08-25: 16.53%2026-08-26: 16.26%2026-08-27: 14.82%2026-08-28: 14.74%2026-08-31: 16.20%2026-09-01: 17.18%2026-09-02: 16.34%2026-09-03: 17.25%2026-09-04: 16.39%2026-09-08: 19.22%2026-09-09: 19.09%2026-09-10: 19.91%2026-09-11: 17.18%2026-09-14: 18.79%2026-09-15: 20.11%2026-09-16: 20.95%2026-09-17: 19.48%2026-09-18: 17.40%2026-09-21: 17.53%2026-09-22: 16.76%2026-09-23: 18.00%2026-09-24: 19.95%2026-09-25: 16.78%2026-09-28: 19.16%2026-09-29: 19.23%2026-09-30: 20.98%2026-10-01: 20.88%2026-10-02: 19.11%2026-10-05: 18.32%2026-10-06: 17.52%2026-10-07: 18.77%2026-10-08: 20.58%2026-10-09: 17.51%2026-10-12: 18.90%2026-10-13: 19.49%2026-10-14: 20.84%2026-10-15: 19.94%2026-10-16: 22.13%2026-10-19: 21.41%2026-10-20: 22.30%2026-10-21: 21.21%2026-10-22: 25.25%2026-10-23: 22.69%2026-10-26: 22.22%2026-10-27: 21.67%2026-10-28: 22.60%2026-10-29: 20.86%2026-10-30: 24.02%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
18.15%
18.74%
18.20%
16.86%
16.17%
16.42%
16.88%
16.87%
17.95%
16.37%
16.79%
16.53%
16.26%
14.82%
14.74%
16.20%
17.18%
16.34%
17.25%
16.39%
19.22%
19.09%
19.91%
17.18%
18.79%
20.11%
20.95%
19.48%
17.40%
17.53%
16.76%
18.00%
19.95%
16.78%
19.16%
19.23%
20.98%
20.88%
19.11%
18.32%
17.52%
18.77%
20.58%
17.51%
18.90%
19.49%
20.84%
19.94%
22.13%
21.41%
22.30%
21.21%
25.25%
22.69%
22.22%
21.67%
22.60%
20.86%
24.02%