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State Street US Sector Rotation ETF XLSR

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Market datapartial · fetched 2026-10-23T03:15:02.163Z

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 · 2026-10-23T00:00:00.177275365Z

FundamentalsAlpha Vantage · unavailable

Share price$66.21
1D-0.5%
AH$66.02$66.19$66.37$66.54$66.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLSR
Sold putSold callAH

State Street US Sector Rotation ETF options

Live interpolated XLSR call and put midpoint premiums by absolute delta.State Street US Sector Rotation ETF$0.38$1.19$2.00$2.81$3.62$62.06$64.07$66.09$68.11$70.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLSR spot · $66.21XLSR PRICE$0.47$0.52$0.60$0.68$0.78$0.91$1.08$1.26$1.51$1.79$2.13$2.65$3.29$0.59$0.67$0.75$0.84$0.96$1.09$1.25$1.41$1.60$1.82$2.04$2.56$3.38
PutsExpensive1.28×
CallsExpensive1.22×
SkewBearish+1.30 pp
Implied moveBearish±$2.33
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.3723.3%7.0%62.4027.8%6.7%
25Δ69.0419.4%5.1%63.6523.6%4.9%
30Δ68.2817.4%4.0%64.5220.8%3.7%
35Δ67.7116.0%3.3%65.1718.7%2.8%
40Δ67.2515.0%2.7%65.6417.6%2.3%
45Δ66.8414.6%2.3%66.0916.7%1.8%
50Δ66.4814.7%2.0%66.4716.2%1.5%
55Δ66.1314.8%1.8%66.8415.7%1.2%
60Δ65.7415.2%1.6%67.2215.4%0.9%
65Δ65.3315.7%1.4%67.5815.1%0.7%
70Δ64.8816.4%1.2%67.9514.8%0.5%
75Δ64.2617.8%1.1%68.5515.8%0.3%
80Δ63.5319.1%0.9%69.4418.1%0.2%

20Δ

Calls
Pseudo strike
70.37
IV
23.3%
B/E move
7.0%
Puts
Pseudo strike
62.40
IV
27.8%
B/E move
6.7%

25Δ

Calls
Pseudo strike
69.04
IV
19.4%
B/E move
5.1%
Puts
Pseudo strike
63.65
IV
23.6%
B/E move
4.9%

30Δ

Calls
Pseudo strike
68.28
IV
17.4%
B/E move
4.0%
Puts
Pseudo strike
64.52
IV
20.8%
B/E move
3.7%

35Δ

Calls
Pseudo strike
67.71
IV
16.0%
B/E move
3.3%
Puts
Pseudo strike
65.17
IV
18.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
67.25
IV
15.0%
B/E move
2.7%
Puts
Pseudo strike
65.64
IV
17.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
66.84
IV
14.6%
B/E move
2.3%
Puts
Pseudo strike
66.09
IV
16.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
66.48
IV
14.7%
B/E move
2.0%
Puts
Pseudo strike
66.47
IV
16.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
66.13
IV
14.8%
B/E move
1.8%
Puts
Pseudo strike
66.84
IV
15.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
65.74
IV
15.2%
B/E move
1.6%
Puts
Pseudo strike
67.22
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
65.33
IV
15.7%
B/E move
1.4%
Puts
Pseudo strike
67.58
IV
15.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
64.88
IV
16.4%
B/E move
1.2%
Puts
Pseudo strike
67.95
IV
14.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
64.26
IV
17.8%
B/E move
1.1%
Puts
Pseudo strike
68.55
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
63.53
IV
19.1%
B/E move
0.9%
Puts
Pseudo strike
69.44
IV
18.1%
B/E move
0.2%

Options history

No recorded observations