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State Street Utilities Select Sector SPDR ETF XLU

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Market dataready · fetched 2026-10-17T01:49:08.602Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-17T00:00:00.018098607Z

FundamentalsAlpha Vantage · ready

Share price$42.21
1D+1.2%
AH$41.62$41.80$41.98$42.16$42.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLU
Sold putSold callAH

State Street Utilities Select Sector SPDR ETF options

Live interpolated XLU call and put midpoint premiums by absolute delta.State Street Utilities Select Sector SPDR ETF$0.03$0.68$1.33$1.99$2.64$39.89$41.97$44.05$46.13$48.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLU spot · $42.21XLU PRICE$0.10$1.27$2.45$2.45$2.29$1.86$1.43$1.00$0.57$0.56$0.63$0.71$0.79$0.42$0.22$0.22$0.27$0.31$0.39$0.47$0.55$0.65$0.79$0.93$1.43$2.40
PutsExpensive1.28×
CallsExpensive4.84×
SkewBullish-63.97 pp
Implied moveBullish±$1.90
TiltBullish28.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.0215.4%2.1%38.9170.7%8.8%
25Δ48.98142.8%19.1%41.1526.9%3.0%
30Δ54.67268.0%35.3%41.6419.6%1.9%
35Δ49.14210.2%22.2%41.8119.1%1.6%
40Δ46.59169.7%15.8%41.9818.6%1.3%
45Δ45.49132.8%12.2%42.1218.8%1.1%
50Δ44.3996.0%8.6%42.2619.1%1.0%
55Δ43.3059.1%4.9%42.4119.4%0.8%
60Δ42.2022.3%1.3%42.5619.9%0.7%
65Δ41.9015.2%0.6%42.7520.8%0.6%
70Δ41.7914.9%0.5%42.9421.6%0.5%
75Δ41.6714.5%0.4%43.4328.7%0.5%
80Δ41.5514.1%0.3%44.3940.2%0.5%

20Δ

Calls
Pseudo strike
43.02
IV
15.4%
B/E move
2.1%
Puts
Pseudo strike
38.91
IV
70.7%
B/E move
8.8%

25Δ

Calls
Pseudo strike
48.98
IV
142.8%
B/E move
19.1%
Puts
Pseudo strike
41.15
IV
26.9%
B/E move
3.0%

30Δ

Calls
Pseudo strike
54.67
IV
268.0%
B/E move
35.3%
Puts
Pseudo strike
41.64
IV
19.6%
B/E move
1.9%

35Δ

Calls
Pseudo strike
49.14
IV
210.2%
B/E move
22.2%
Puts
Pseudo strike
41.81
IV
19.1%
B/E move
1.6%

40Δ

Calls
Pseudo strike
46.59
IV
169.7%
B/E move
15.8%
Puts
Pseudo strike
41.98
IV
18.6%
B/E move
1.3%

45Δ

Calls
Pseudo strike
45.49
IV
132.8%
B/E move
12.2%
Puts
Pseudo strike
42.12
IV
18.8%
B/E move
1.1%

50Δ

Calls
Pseudo strike
44.39
IV
96.0%
B/E move
8.6%
Puts
Pseudo strike
42.26
IV
19.1%
B/E move
1.0%

55Δ

Calls
Pseudo strike
43.30
IV
59.1%
B/E move
4.9%
Puts
Pseudo strike
42.41
IV
19.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
42.20
IV
22.3%
B/E move
1.3%
Puts
Pseudo strike
42.56
IV
19.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
41.90
IV
15.2%
B/E move
0.6%
Puts
Pseudo strike
42.75
IV
20.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
41.79
IV
14.9%
B/E move
0.5%
Puts
Pseudo strike
42.94
IV
21.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
41.67
IV
14.5%
B/E move
0.4%
Puts
Pseudo strike
43.43
IV
28.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
41.55
IV
14.1%
B/E move
0.3%
Puts
Pseudo strike
44.39
IV
40.2%
B/E move
0.5%