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State Street Industrial Select Sector SPDR ETF XLI

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Market dataready · fetched 2026-10-16T21:50:27.789Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:47:05.345145829Z

FundamentalsAlpha Vantage · ready

Share price$167.42
1D-0.4%
AH$166.89$167.64$168.40$169.15$169.905:30 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$0.57$1.97$3.36$4.76$6.16$159.50$163.45$167.39$171.34$175.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLI spot · $167.42XLI PRICE$1.11$0.83$1.37$1.57$1.76$1.98$2.20$2.38$2.66$3.42$4.28$5.05$5.76$0.72$1.44$2.04$2.37$1.94$3.19$2.46$2.50$2.55$2.66$2.81$2.97$4.18
PutsExpensive1.30×
CallsExpensive1.55×
SkewNeutral+0.23 pp
Implied moveBearish±$4.66
TiltBullish3.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ176.7844.5%6.3%162.4327.8%3.4%
25Δ171.5224.4%2.9%161.6740.4%4.3%
30Δ171.7632.2%3.4%162.5344.9%4.1%
35Δ170.4129.6%2.7%164.0542.4%3.4%
40Δ169.3127.4%2.2%166.1028.3%1.9%
45Δ168.4425.9%1.8%166.7838.6%2.3%
50Δ167.6624.4%1.5%167.6526.1%1.3%
55Δ166.9922.7%1.2%168.2522.9%1.0%
60Δ166.3721.7%1.0%168.7520.2%0.7%
65Δ165.4624.1%0.9%169.2018.2%0.5%
70Δ164.4626.5%0.8%169.6016.7%0.4%
75Δ163.4527.1%0.6%170.0015.3%0.2%
80Δ162.4926.9%0.5%171.2518.4%0.2%

20Δ

Calls
Pseudo strike
176.78
IV
44.5%
B/E move
6.3%
Puts
Pseudo strike
162.43
IV
27.8%
B/E move
3.4%

25Δ

Calls
Pseudo strike
171.52
IV
24.4%
B/E move
2.9%
Puts
Pseudo strike
161.67
IV
40.4%
B/E move
4.3%

30Δ

Calls
Pseudo strike
171.76
IV
32.2%
B/E move
3.4%
Puts
Pseudo strike
162.53
IV
44.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
170.41
IV
29.6%
B/E move
2.7%
Puts
Pseudo strike
164.05
IV
42.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
169.31
IV
27.4%
B/E move
2.2%
Puts
Pseudo strike
166.10
IV
28.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
168.44
IV
25.9%
B/E move
1.8%
Puts
Pseudo strike
166.78
IV
38.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
167.66
IV
24.4%
B/E move
1.5%
Puts
Pseudo strike
167.65
IV
26.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
166.99
IV
22.7%
B/E move
1.2%
Puts
Pseudo strike
168.25
IV
22.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
166.37
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
168.75
IV
20.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
165.46
IV
24.1%
B/E move
0.9%
Puts
Pseudo strike
169.20
IV
18.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
164.46
IV
26.5%
B/E move
0.8%
Puts
Pseudo strike
169.60
IV
16.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
163.45
IV
27.1%
B/E move
0.6%
Puts
Pseudo strike
170.00
IV
15.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
162.49
IV
26.9%
B/E move
0.5%
Puts
Pseudo strike
171.25
IV
18.4%
B/E move
0.2%