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State Street Real Estate Select Sector SPDR ETF XLRE

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Market datapartial · fetched 2026-10-22T23:58:44.959Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:44:29.255193185Z

FundamentalsAlpha Vantage · unavailable

Share price$42.90
1D+0.9%
AH$41.98$42.14$42.29$42.44$42.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLRE
Sold putSold callAH

State Street Real Estate Select Sector SPDR ETF options

Live interpolated XLRE call and put midpoint premiums by absolute delta.State Street Real Estate Select Sector SPDR ETF$0.08$1.55$3.02$4.49$5.96$35.39$38.63$41.87$45.10$48.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLRE spot · $42.90XLRE PRICE$0.36$0.24$1.87$2.45$1.97$1.34$0.71$0.56$0.65$0.75$0.84$0.93$2.45$2.45$1.11$0.97$1.71$2.46$2.47$2.13$1.79$2.06$2.56$3.77$5.54
PutsExpensive2.87×
CallsExpensive1.89×
SkewBearish+17.14 pp
Implied moveBearish±$3.18
TiltBearish42.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.0927.5%8.3%33.11147.1%28.5%
25Δ44.1713.3%3.5%36.47114.8%20.7%
30Δ50.6788.9%22.5%40.4347.8%8.4%
35Δ49.9099.8%22.0%42.2127.3%3.9%
40Δ47.5373.8%15.4%42.5539.8%4.8%
45Δ45.5946.5%9.4%42.8952.3%5.8%
50Δ43.6519.2%3.4%43.2349.0%5.0%
55Δ42.889.9%1.3%43.5738.0%3.4%
60Δ42.719.7%1.1%43.9127.0%1.8%
65Δ42.539.6%0.9%44.4225.7%1.3%
70Δ42.359.4%0.7%44.9927.9%1.1%
75Δ42.179.3%0.5%46.2234.8%1.1%
80Δ48.0343.2%0.9%

20Δ

Calls
Pseudo strike
46.09
IV
27.5%
B/E move
8.3%
Puts
Pseudo strike
33.11
IV
147.1%
B/E move
28.5%

25Δ

Calls
Pseudo strike
44.17
IV
13.3%
B/E move
3.5%
Puts
Pseudo strike
36.47
IV
114.8%
B/E move
20.7%

30Δ

Calls
Pseudo strike
50.67
IV
88.9%
B/E move
22.5%
Puts
Pseudo strike
40.43
IV
47.8%
B/E move
8.4%

35Δ

Calls
Pseudo strike
49.90
IV
99.8%
B/E move
22.0%
Puts
Pseudo strike
42.21
IV
27.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
47.53
IV
73.8%
B/E move
15.4%
Puts
Pseudo strike
42.55
IV
39.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
45.59
IV
46.5%
B/E move
9.4%
Puts
Pseudo strike
42.89
IV
52.3%
B/E move
5.8%

50Δ

Calls
Pseudo strike
43.65
IV
19.2%
B/E move
3.4%
Puts
Pseudo strike
43.23
IV
49.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
42.88
IV
9.9%
B/E move
1.3%
Puts
Pseudo strike
43.57
IV
38.0%
B/E move
3.4%

60Δ

Calls
Pseudo strike
42.71
IV
9.7%
B/E move
1.1%
Puts
Pseudo strike
43.91
IV
27.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
42.53
IV
9.6%
B/E move
0.9%
Puts
Pseudo strike
44.42
IV
25.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
42.35
IV
9.4%
B/E move
0.7%
Puts
Pseudo strike
44.99
IV
27.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
42.17
IV
9.3%
B/E move
0.5%
Puts
Pseudo strike
46.22
IV
34.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.03
IV
43.2%
B/E move
0.9%

Options history

No recorded observations