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State Street Consumer Staples Select Sector SPDR ETF XLP

i

Market dataready · fetched 2026-11-07T08:12:26.122Z

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 · 2026-11-07T01:00:00.114440909Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:12:22.109962+00:00

Share price$90.08
1D+0.5%
AH$88.85$89.37$89.88$90.40$90.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLP
Sold putSold callAH

State Street Consumer Staples Select Sector SPDR ETF options

Live interpolated XLP call and put midpoint premiums by absolute delta.State Street Consumer Staples Select Sector SPDR ETF$0.37$1.13$1.89$2.65$3.42$86.50$88.41$90.32$92.22$94.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XLP spot · $90.08XLP PRICE$0.45$0.47$0.65$0.83$1.01$1.21$1.42$1.64$1.84$2.94$3.20$0.51$0.71$0.74$0.91$1.07$1.21$1.36$1.61$1.81$2.02$2.27$2.73
Puts——
Calls——
Skew——
Implied moveBalanced±$2.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ92.1725.6%2.8%87.9429.3%2.9%
30Δ91.4921.6%2.1%88.3630.2%2.7%
35Δ91.2223.8%2.0%89.0126.7%2.0%
40Δ90.9425.6%1.9%89.4126.9%1.8%
45Δ90.5726.3%1.7%89.8026.6%1.5%
50Δ90.1926.6%1.5%90.1825.8%1.2%
55Δ89.8026.9%1.3%90.5524.8%1.0%
60Δ89.4027.0%1.1%90.9325.3%0.8%
65Δ89.0326.2%0.9%91.2924.7%0.7%
70Δ91.6423.9%0.5%
75Δ87.7731.9%0.7%92.0223.3%0.4%
80Δ87.3329.9%0.5%92.5724.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
92.17
IV
25.6%
B/E move
2.8%
Puts
Pseudo strike
87.94
IV
29.3%
B/E move
2.9%

30Δ

Calls
Pseudo strike
91.49
IV
21.6%
B/E move
2.1%
Puts
Pseudo strike
88.36
IV
30.2%
B/E move
2.7%

35Δ

Calls
Pseudo strike
91.22
IV
23.8%
B/E move
2.0%
Puts
Pseudo strike
89.01
IV
26.7%
B/E move
2.0%

40Δ

Calls
Pseudo strike
90.94
IV
25.6%
B/E move
1.9%
Puts
Pseudo strike
89.41
IV
26.9%
B/E move
1.8%

45Δ

Calls
Pseudo strike
90.57
IV
26.3%
B/E move
1.7%
Puts
Pseudo strike
89.80
IV
26.6%
B/E move
1.5%

50Δ

Calls
Pseudo strike
90.19
IV
26.6%
B/E move
1.5%
Puts
Pseudo strike
90.18
IV
25.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
89.80
IV
26.9%
B/E move
1.3%
Puts
Pseudo strike
90.55
IV
24.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
89.40
IV
27.0%
B/E move
1.1%
Puts
Pseudo strike
90.93
IV
25.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
89.03
IV
26.2%
B/E move
0.9%
Puts
Pseudo strike
91.29
IV
24.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.64
IV
23.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
87.77
IV
31.9%
B/E move
0.7%
Puts
Pseudo strike
92.02
IV
23.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
87.33
IV
29.9%
B/E move
0.5%
Puts
Pseudo strike
92.57
IV
24.1%
B/E move
0.3%

Options history

IV · four-Friday blend19.22%
Daily close
XLP13.3%16.7%20.2%2026-08-10: 16.90%2026-08-11: 16.57%2026-08-12: 15.87%2026-08-13: 15.53%2026-08-14: 15.06%2026-08-17: 15.43%2026-08-18: 16.43%2026-08-19: 17.36%2026-08-20: 17.62%2026-08-21: 15.08%2026-08-24: 16.92%2026-08-25: 15.74%2026-08-26: 15.33%2026-08-27: 14.63%2026-08-28: 14.01%2026-08-31: 15.14%2026-09-01: 15.19%2026-09-02: 14.89%2026-09-03: 14.60%2026-09-04: 13.73%2026-09-08: 15.94%2026-09-09: 16.67%2026-09-10: 17.33%2026-09-11: 15.10%2026-09-14: 16.34%2026-09-15: 16.66%2026-09-16: 16.68%2026-09-17: 15.36%2026-09-18: 13.86%2026-09-21: 15.05%2026-09-22: 14.72%2026-09-23: 15.78%2026-09-24: 16.42%2026-09-25: 14.73%2026-09-28: 15.25%2026-09-29: 15.34%2026-09-30: 16.23%2026-10-01: 16.48%2026-10-02: 14.65%2026-10-05: 14.92%2026-10-06: 15.03%2026-10-07: 15.05%2026-10-08: 15.22%2026-10-09: 13.99%2026-10-12: 14.55%2026-10-13: 15.03%2026-10-14: 15.88%2026-10-15: 16.17%2026-10-16: 16.75%2026-10-19: 17.06%2026-10-20: 17.06%2026-10-21: 17.16%2026-10-22: 19.76%2026-10-23: 19.26%2026-10-26: 18.52%2026-10-27: 18.29%2026-10-28: 17.70%2026-10-29: 17.39%2026-10-30: 19.22%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
16.90%
16.57%
15.87%
15.53%
15.06%
15.43%
16.43%
17.36%
17.62%
15.08%
16.92%
15.74%
15.33%
14.63%
14.01%
15.14%
15.19%
14.89%
14.60%
13.73%
15.94%
16.67%
17.33%
15.10%
16.34%
16.66%
16.68%
15.36%
13.86%
15.05%
14.72%
15.78%
16.42%
14.73%
15.25%
15.34%
16.23%
16.48%
14.65%
14.92%
15.03%
15.05%
15.22%
13.99%
14.55%
15.03%
15.88%
16.17%
16.75%
17.06%
17.06%
17.16%
19.76%
19.26%
18.52%
18.29%
17.70%
17.39%
19.22%