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State Street Real Estate Select Sector SPDR ETF XLRE

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Market datapartial · fetched 2026-10-23T00:22:10.468Z

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 · 2026-10-23T00:00:00.110783871Z

FundamentalsAlpha Vantage · unavailable

Share price$42.52
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$0.28$0.92$1.56$2.21$2.85$35.90$38.83$41.77$44.71$47.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLRE spot · $42.52XLRE PRICE$0.35$0.96$2.10$2.45$1.21$0.56$0.67$0.78$0.89$1.00$1.17$1.37$1.57$1.52$2.45$1.76$0.73$1.15$1.99$2.67$2.44$2.22$1.99$1.77$1.99$2.42
PutsExpensive2.54×
CallsExpensive1.81×
SkewBearish+12.56 pp
Implied moveBearish±$3.33
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.6727.2%8.2%36.3691.8%18.1%
25Δ47.0549.4%12.9%36.13115.6%20.8%
30Δ51.61102.7%26.3%38.7775.2%13.0%
35Δ49.57100.9%22.3%41.4027.3%4.3%
40Δ45.1844.2%9.1%42.3027.2%3.2%
45Δ42.8913.7%2.2%42.6841.0%4.3%
50Δ42.6813.7%2.0%43.0351.4%5.1%
55Δ42.4713.7%1.7%43.2643.7%4.0%
60Δ42.2613.7%1.5%43.4836.1%3.0%
65Δ42.0513.7%1.2%43.7128.4%1.9%
70Δ41.8013.7%1.1%43.9320.7%0.9%
75Δ41.5413.7%0.9%44.3319.0%0.4%
80Δ41.2713.7%0.8%44.8320.0%0.3%

20Δ

Calls
Pseudo strike
45.67
IV
27.2%
B/E move
8.2%
Puts
Pseudo strike
36.36
IV
91.8%
B/E move
18.1%

25Δ

Calls
Pseudo strike
47.05
IV
49.4%
B/E move
12.9%
Puts
Pseudo strike
36.13
IV
115.6%
B/E move
20.8%

30Δ

Calls
Pseudo strike
51.61
IV
102.7%
B/E move
26.3%
Puts
Pseudo strike
38.77
IV
75.2%
B/E move
13.0%

35Δ

Calls
Pseudo strike
49.57
IV
100.9%
B/E move
22.3%
Puts
Pseudo strike
41.40
IV
27.3%
B/E move
4.3%

40Δ

Calls
Pseudo strike
45.18
IV
44.2%
B/E move
9.1%
Puts
Pseudo strike
42.30
IV
27.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
42.89
IV
13.7%
B/E move
2.2%
Puts
Pseudo strike
42.68
IV
41.0%
B/E move
4.3%

50Δ

Calls
Pseudo strike
42.68
IV
13.7%
B/E move
2.0%
Puts
Pseudo strike
43.03
IV
51.4%
B/E move
5.1%

55Δ

Calls
Pseudo strike
42.47
IV
13.7%
B/E move
1.7%
Puts
Pseudo strike
43.26
IV
43.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
42.26
IV
13.7%
B/E move
1.5%
Puts
Pseudo strike
43.48
IV
36.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
42.05
IV
13.7%
B/E move
1.2%
Puts
Pseudo strike
43.71
IV
28.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
41.80
IV
13.7%
B/E move
1.1%
Puts
Pseudo strike
43.93
IV
20.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
41.54
IV
13.7%
B/E move
0.9%
Puts
Pseudo strike
44.33
IV
19.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
41.27
IV
13.7%
B/E move
0.8%
Puts
Pseudo strike
44.83
IV
20.0%
B/E move
0.3%

Options history

No recorded observations