IntraAlpha
Create free account Start free

State Street Technology Select Sector SPDR ETF XLK

i

Market dataready · fetched 2026-11-07T08:12:07.112Z

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 · 2026-11-07T01:00:00.113926686Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:12:04.599463+00:00

Share price$164.74
1D-0.9%
AH$164$165$166$167$1685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLK
Sold putSold callAH

State Street Technology Select Sector SPDR ETF options

Live interpolated XLK call and put midpoint premiums by absolute delta.State Street Technology Select Sector SPDR ETF$0.62$3.32$6.02$8.71$11.41$151.01$159.45$167.89$176.33$184.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XLK spot · $164.74XLK PRICE$0.91$1.26$1.61$2.00$2.49$3.13$3.42$4.44$5.20$5.89$10.63$1.26$1.65$2.04$2.44$2.84$3.26$3.89$4.34$4.80$5.71$6.37$7.39$8.10
PutsCheap0.94×
Calls——
Skew——
Implied moveBearish±$7.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ172.2739.6%5.1%156.2651.5%5.9%
25Δ171.0140.9%4.6%158.1150.6%5.0%
30Δ169.7141.2%4.0%159.8149.1%4.2%
35Δ168.4941.3%3.5%161.3247.4%3.6%
40Δ167.3942.7%3.1%162.7045.6%3.0%
45Δ166.3145.0%2.9%163.9444.0%2.5%
50Δ165.0941.9%2.3%165.1144.5%2.1%
55Δ163.9047.0%2.2%166.2242.6%1.7%
60Δ162.6247.6%1.9%167.2740.8%1.4%
65Δ161.3746.8%1.5%168.5441.8%1.2%
70Δ169.6240.5%0.9%
75Δ170.9940.7%0.7%
80Δ155.5756.0%0.9%172.0638.5%0.5%

20Δ

Calls
Pseudo strike
172.27
IV
39.6%
B/E move
5.1%
Puts
Pseudo strike
156.26
IV
51.5%
B/E move
5.9%

25Δ

Calls
Pseudo strike
171.01
IV
40.9%
B/E move
4.6%
Puts
Pseudo strike
158.11
IV
50.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
169.71
IV
41.2%
B/E move
4.0%
Puts
Pseudo strike
159.81
IV
49.1%
B/E move
4.2%

35Δ

Calls
Pseudo strike
168.49
IV
41.3%
B/E move
3.5%
Puts
Pseudo strike
161.32
IV
47.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
167.39
IV
42.7%
B/E move
3.1%
Puts
Pseudo strike
162.70
IV
45.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
166.31
IV
45.0%
B/E move
2.9%
Puts
Pseudo strike
163.94
IV
44.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
165.09
IV
41.9%
B/E move
2.3%
Puts
Pseudo strike
165.11
IV
44.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
163.90
IV
47.0%
B/E move
2.2%
Puts
Pseudo strike
166.22
IV
42.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
162.62
IV
47.6%
B/E move
1.9%
Puts
Pseudo strike
167.27
IV
40.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
161.37
IV
46.8%
B/E move
1.5%
Puts
Pseudo strike
168.54
IV
41.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
169.62
IV
40.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
170.99
IV
40.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
155.57
IV
56.0%
B/E move
0.9%
Puts
Pseudo strike
172.06
IV
38.5%
B/E move
0.5%

Options history

IV · four-Friday blend35.89%
Daily close
XLK18.7%28.7%38.7%2026-08-10: 30.17%2026-08-11: 29.45%2026-08-12: 26.51%2026-08-13: 28.80%2026-08-14: 25.87%2026-08-17: 25.98%2026-08-18: 28.01%2026-08-19: 27.95%2026-08-20: 29.06%2026-08-21: 25.81%2026-08-24: 27.94%2026-08-25: 27.17%2026-08-26: 27.94%2026-08-27: 26.60%2026-08-28: 22.69%2026-08-31: 23.67%2026-09-01: 26.45%2026-09-02: 24.08%2026-09-03: 24.60%2026-09-04: 20.99%2026-09-08: 24.88%2026-09-09: 26.90%2026-09-10: 29.99%2026-09-11: 23.47%2026-09-14: 26.16%2026-09-15: 27.43%2026-09-16: 27.15%2026-09-17: 21.79%2026-09-18: 20.07%2026-09-21: 22.59%2026-09-22: 23.13%2026-09-23: 25.68%2026-09-24: 26.52%2026-09-25: 23.38%2026-09-28: 25.95%2026-09-29: 26.68%2026-09-30: 26.22%2026-10-01: 26.16%2026-10-02: 23.73%2026-10-05: 23.03%2026-10-06: 21.71%2026-10-07: 21.80%2026-10-08: 24.98%2026-10-09: 21.13%2026-10-12: 22.70%2026-10-13: 25.17%2026-10-14: 28.69%2026-10-15: 27.95%2026-10-16: 28.88%2026-10-19: 28.77%2026-10-20: 29.40%2026-10-21: 29.43%2026-10-22: 37.31%2026-10-23: 32.44%2026-10-26: 30.94%2026-10-27: 30.51%2026-10-28: 31.22%2026-10-29: 29.41%2026-10-30: 35.89%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
30.17%
29.45%
26.51%
28.80%
25.87%
25.98%
28.01%
27.95%
29.06%
25.81%
27.94%
27.17%
27.94%
26.60%
22.69%
23.67%
26.45%
24.08%
24.60%
20.99%
24.88%
26.90%
29.99%
23.47%
26.16%
27.43%
27.15%
21.79%
20.07%
22.59%
23.13%
25.68%
26.52%
23.38%
25.95%
26.68%
26.22%
26.16%
23.73%
23.03%
21.71%
21.80%
24.98%
21.13%
22.70%
25.17%
28.69%
27.95%
28.88%
28.77%
29.40%
29.43%
37.31%
32.44%
30.94%
30.51%
31.22%
29.41%
35.89%