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State Street Industrial Select Sector SPDR ETF XLI

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Market dataready · fetched 2026-10-16T00:18:09.538Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.122574217Z

FundamentalsAlpha Vantage · ready

Share price$167.89
1D+0.3%
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$1.30$4.30$7.31$10.31$13.32$152.19$160.02$167.85$175.68$183.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLI spot · $167.89XLI PRICE$2.49$2.50$2.52$2.73$2.85$3.55$3.93$4.93$5.36$6.17$6.85$9.20$10.28$1.72$1.62$2.58$3.09$3.13$3.38$4.44$5.37$5.98$7.00$8.22$9.88$12.45
PutsCheap0.90×
CallsExpensive1.10×
SkewBullish-2.34 pp
Implied moveBearish±$8.37
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.6245.8%16.2%157.2627.9%7.4%
25Δ182.0333.5%9.9%162.1219.5%4.4%
30Δ176.6426.2%6.7%162.6923.8%4.6%
35Δ173.6922.8%5.1%164.1923.9%4.0%
40Δ171.5019.6%3.8%166.1920.1%2.9%
45Δ170.2720.6%3.5%167.6018.2%2.2%
50Δ168.8419.4%2.9%168.8920.2%2.0%
55Δ167.5120.9%2.7%170.3120.9%1.8%
60Δ166.2619.7%2.2%171.6020.2%1.4%
65Δ164.8919.7%1.9%173.1120.4%1.1%
70Δ163.6419.0%1.5%174.7720.7%0.8%
75Δ161.1422.4%1.5%176.8221.5%0.6%
80Δ159.5521.6%1.2%179.7123.2%0.4%

20Δ

Calls
Pseudo strike
192.62
IV
45.8%
B/E move
16.2%
Puts
Pseudo strike
157.26
IV
27.9%
B/E move
7.4%

25Δ

Calls
Pseudo strike
182.03
IV
33.5%
B/E move
9.9%
Puts
Pseudo strike
162.12
IV
19.5%
B/E move
4.4%

30Δ

Calls
Pseudo strike
176.64
IV
26.2%
B/E move
6.7%
Puts
Pseudo strike
162.69
IV
23.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
173.69
IV
22.8%
B/E move
5.1%
Puts
Pseudo strike
164.19
IV
23.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
171.50
IV
19.6%
B/E move
3.8%
Puts
Pseudo strike
166.19
IV
20.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
170.27
IV
20.6%
B/E move
3.5%
Puts
Pseudo strike
167.60
IV
18.2%
B/E move
2.2%

50Δ

Calls
Pseudo strike
168.84
IV
19.4%
B/E move
2.9%
Puts
Pseudo strike
168.89
IV
20.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
167.51
IV
20.9%
B/E move
2.7%
Puts
Pseudo strike
170.31
IV
20.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
166.26
IV
19.7%
B/E move
2.2%
Puts
Pseudo strike
171.60
IV
20.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
164.89
IV
19.7%
B/E move
1.9%
Puts
Pseudo strike
173.11
IV
20.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
163.64
IV
19.0%
B/E move
1.5%
Puts
Pseudo strike
174.77
IV
20.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
161.14
IV
22.4%
B/E move
1.5%
Puts
Pseudo strike
176.82
IV
21.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
159.55
IV
21.6%
B/E move
1.2%
Puts
Pseudo strike
179.71
IV
23.2%
B/E move
0.4%