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State Street Consumer Staples Select Sector SPDR ETF XLP

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Market dataready · fetched 2026-10-15T20:02:22.879Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:20.250951188Z

FundamentalsAlpha Vantage · ready

Share price$86.66
1D-0.9%
AH$86.49$86.95$87.41$87.87$88.335:30 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$0.04$0.98$1.91$2.85$3.79$84.87$85.81$86.75$87.70$88.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $86.66OPTION PRICELive XLP spot · $86.66XLP PRICE$0.14$0.16$0.19$0.21$0.27$0.33$0.39$0.45$0.54$0.65$0.76$1.13$3.52$0.31$0.17$0.19$0.23$0.27$0.33$0.40$0.47$0.54$0.91$1.63$2.34$3.06
PutsExpensive1.15×
CallsCheap0.77×
SkewBearish+4.14 pp
Implied moveBalanced±$0.79
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.7828.0%1.4%84.7255.4%2.6%
25Δ87.4323.9%1.1%85.8726.1%1.1%
30Δ87.2321.9%0.9%86.1421.9%0.8%
35Δ87.0319.9%0.7%86.2821.3%0.7%
40Δ86.9020.0%0.6%86.4320.7%0.6%
45Δ86.7820.5%0.5%86.5620.6%0.5%
50Δ86.6720.9%0.5%86.6821.0%0.4%
55Δ86.5521.4%0.4%86.8121.3%0.4%
60Δ86.4121.9%0.3%86.9321.7%0.3%
65Δ86.2622.5%0.3%87.3227.2%0.3%
70Δ86.1123.1%0.2%88.0339.1%0.3%
75Δ85.7530.3%0.2%88.7551.0%0.3%
80Δ83.5481.9%0.5%89.4662.9%0.3%

20Δ

Calls
Pseudo strike
87.78
IV
28.0%
B/E move
1.4%
Puts
Pseudo strike
84.72
IV
55.4%
B/E move
2.6%

25Δ

Calls
Pseudo strike
87.43
IV
23.9%
B/E move
1.1%
Puts
Pseudo strike
85.87
IV
26.1%
B/E move
1.1%

30Δ

Calls
Pseudo strike
87.23
IV
21.9%
B/E move
0.9%
Puts
Pseudo strike
86.14
IV
21.9%
B/E move
0.8%

35Δ

Calls
Pseudo strike
87.03
IV
19.9%
B/E move
0.7%
Puts
Pseudo strike
86.28
IV
21.3%
B/E move
0.7%

40Δ

Calls
Pseudo strike
86.90
IV
20.0%
B/E move
0.6%
Puts
Pseudo strike
86.43
IV
20.7%
B/E move
0.6%

45Δ

Calls
Pseudo strike
86.78
IV
20.5%
B/E move
0.5%
Puts
Pseudo strike
86.56
IV
20.6%
B/E move
0.5%

50Δ

Calls
Pseudo strike
86.67
IV
20.9%
B/E move
0.5%
Puts
Pseudo strike
86.68
IV
21.0%
B/E move
0.4%

55Δ

Calls
Pseudo strike
86.55
IV
21.4%
B/E move
0.4%
Puts
Pseudo strike
86.81
IV
21.3%
B/E move
0.4%

60Δ

Calls
Pseudo strike
86.41
IV
21.9%
B/E move
0.3%
Puts
Pseudo strike
86.93
IV
21.7%
B/E move
0.3%

65Δ

Calls
Pseudo strike
86.26
IV
22.5%
B/E move
0.3%
Puts
Pseudo strike
87.32
IV
27.2%
B/E move
0.3%

70Δ

Calls
Pseudo strike
86.11
IV
23.1%
B/E move
0.2%
Puts
Pseudo strike
88.03
IV
39.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
85.75
IV
30.3%
B/E move
0.2%
Puts
Pseudo strike
88.75
IV
51.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
83.54
IV
81.9%
B/E move
0.5%
Puts
Pseudo strike
89.46
IV
62.9%
B/E move
0.3%