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State Street Consumer Staples Select Sector SPDR ETF XLP

i

Market dataready · fetched 2026-11-05T21:40:10.843Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-05T21:40:01.397923848Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T21:40:08.795999+00:00

Share price$91.27
1D-1.9%
AH$90.86$91.54$92.22$92.90$93.585:30 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$0.44$1.06$1.67$2.29$2.90$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEXLP PRICE$1.25$1.36$1.50$1.65$1.73$1.81$0.51$0.64$2.37$2.55$2.72
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ89.9855.2%2.0%
35Δ90.3056.5%1.8%
40Δ
45Δ91.8580.2%2.0%
50Δ91.3573.9%1.6%
55Δ90.9369.0%1.3%
60Δ90.5565.6%1.0%
65Δ90.2560.3%0.8%
70Δ89.9754.9%0.6%93.0467.4%0.7%
75Δ93.3562.7%0.5%
80Δ93.6757.9%0.4%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.98
IV
55.2%
B/E move
2.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.30
IV
56.5%
B/E move
1.8%

40Δ

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

45Δ

Calls
Pseudo strike
91.85
IV
80.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
91.35
IV
73.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
90.93
IV
69.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
90.55
IV
65.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
90.25
IV
60.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
89.97
IV
54.9%
B/E move
0.6%
Puts
Pseudo strike
93.04
IV
67.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.35
IV
62.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.67
IV
57.9%
B/E move
0.4%

Options history

IV · four-Friday blend19.22%
Daily close
XLP13.3%16.7%20.2%2026-08-07: 15.69%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 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
15.69%
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%