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State Street US Sector Rotation ETF XLSR

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Market datapartial · fetched 2026-10-23T04:09:21.103Z

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$1.17$1.96$2.76$3.55$62.03$64.06$66.10$68.13$70.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLSR spot · $66.21XLSR PRICE$0.47$0.52$0.60$0.68$0.78$0.91$1.09$1.27$1.52$1.80$2.14$2.67$3.31$0.59$0.67$0.75$0.84$0.96$1.09$1.25$1.41$1.60$1.82$2.03$2.54$3.32
PutsExpensive1.28×
CallsExpensive1.23×
SkewBearish+1.23 pp
Implied moveBearish±$2.33
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.3623.3%7.0%62.4027.8%6.7%
25Δ69.0419.4%5.1%63.6523.7%4.9%
30Δ68.2817.4%4.0%64.5220.8%3.7%
35Δ67.7116.1%3.3%65.1718.8%2.8%
40Δ67.2515.1%2.7%65.6417.8%2.3%
45Δ66.8314.6%2.3%66.0916.9%1.8%
50Δ66.4814.9%2.0%66.4616.4%1.5%
55Δ66.1215.1%1.8%66.8416.0%1.2%
60Δ65.7315.6%1.6%67.2015.6%0.9%
65Δ65.3216.1%1.4%67.5715.3%0.7%
70Δ64.8616.8%1.2%67.9315.0%0.5%
75Δ64.2418.2%1.1%68.5316.0%0.3%
80Δ63.5019.6%0.9%69.3818.1%0.2%

20Δ

Calls
Pseudo strike
70.36
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
23.7%
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
16.1%
B/E move
3.3%
Puts
Pseudo strike
65.17
IV
18.8%
B/E move
2.8%

40Δ

Calls
Pseudo strike
67.25
IV
15.1%
B/E move
2.7%
Puts
Pseudo strike
65.64
IV
17.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
66.83
IV
14.6%
B/E move
2.3%
Puts
Pseudo strike
66.09
IV
16.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
66.48
IV
14.9%
B/E move
2.0%
Puts
Pseudo strike
66.46
IV
16.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
66.12
IV
15.1%
B/E move
1.8%
Puts
Pseudo strike
66.84
IV
16.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
65.73
IV
15.6%
B/E move
1.6%
Puts
Pseudo strike
67.20
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
65.32
IV
16.1%
B/E move
1.4%
Puts
Pseudo strike
67.57
IV
15.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
64.86
IV
16.8%
B/E move
1.2%
Puts
Pseudo strike
67.93
IV
15.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
64.24
IV
18.2%
B/E move
1.1%
Puts
Pseudo strike
68.53
IV
16.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
63.50
IV
19.6%
B/E move
0.9%
Puts
Pseudo strike
69.38
IV
18.1%
B/E move
0.2%

Options history

No recorded observations