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State Street US Sector Rotation ETF XLSR

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Market dataready · fetched 2026-11-12T15:13:53.653Z

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: 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 · 2026-11-12T15:13:40.511405119Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:13:53.101960+00:00

Share price$65.34
1D+0.2%
$65.10$65.19$65.28$65.36$65.455:30 AM6:30 AM9:00 AM1:00 PMXLSR
Sold putSold call

State Street US Sector Rotation ETF options

Live interpolated XLSR call and put midpoint premiums by absolute delta.State Street US Sector Rotation ETF$0.52$0.78$1.05$1.31$1.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEXLSR PRICE$0.55$0.55$0.55$0.60$0.65$0.71$0.79$0.86$0.94$1.08$1.22$1.36$1.49$0.57$0.62
Puts——
CallsExpensive1.19×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.0852.1%8.1%61.4950.8%6.8%
25Δ68.1638.8%5.2%62.8541.0%4.8%
30Δ67.0630.2%3.5%
35Δ66.5426.8%2.7%
40Δ66.0523.6%2.1%
45Δ65.7622.0%1.7%
50Δ65.5020.7%1.5%
55Δ65.2419.3%1.2%
60Δ64.9818.0%0.9%
65Δ64.7617.6%0.8%
70Δ64.5417.2%0.6%
75Δ64.3116.7%0.5%
80Δ64.0916.3%0.4%

20Δ

Calls
Pseudo strike
70.08
IV
52.1%
B/E move
8.1%
Puts
Pseudo strike
61.49
IV
50.8%
B/E move
6.8%

25Δ

Calls
Pseudo strike
68.16
IV
38.8%
B/E move
5.2%
Puts
Pseudo strike
62.85
IV
41.0%
B/E move
4.8%

30Δ

Calls
Pseudo strike
67.06
IV
30.2%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
66.54
IV
26.8%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
66.05
IV
23.6%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
65.76
IV
22.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
65.50
IV
20.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
65.24
IV
19.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
64.98
IV
18.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
64.76
IV
17.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
64.54
IV
17.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
64.31
IV
16.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
64.09
IV
16.3%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.13%
Daily EOD
XLSR14.0%15.1%16.3%2026-10-19: 14.45%2026-10-20: 14.67%2026-10-21: 14.11%2026-10-22: 15.32%2026-10-23: 15.48%2026-10-26: 14.97%2026-10-27: 14.70%2026-10-28: 14.50%2026-10-29: 14.72%2026-10-30: 16.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.45%
14.67%
14.11%
15.32%
15.48%
14.97%
14.70%
14.50%
14.72%
16.13%