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State Street Utilities Select Sector SPDR ETF XLU

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Market dataready · fetched 2026-11-08T19:10:40.736Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.143754793Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T19:10:40.361666+00:00

Share price$43.13
1D+0.0%
AH$42.71$42.89$43.06$43.23$43.415:30 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$0.10$0.47$0.85$1.22$1.60$41.60$42.33$43.06$43.78$44.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XLU spot · $43.13XLU PRICE$0.23$0.28$0.34$0.43$0.51$0.60$0.72$0.84$1.44$1.49$0.14$0.19$0.23$0.27$0.32$0.37$0.47$0.56$0.66$0.73
Puts——
Calls——
Skew——
Implied moveBullish±$0.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.1324.5%2.7%
25Δ42.3424.1%2.3%
30Δ43.7923.1%2.1%42.5423.6%1.9%
35Δ43.6423.6%1.8%42.7122.7%1.6%
40Δ43.4824.0%1.6%42.8721.7%1.3%
45Δ43.3224.7%1.4%43.0421.2%1.1%
50Δ43.1625.4%1.3%43.1822.0%1.0%
55Δ43.0126.1%1.1%43.3322.9%0.8%
60Δ42.8326.5%1.0%43.4823.7%0.7%
65Δ42.6526.8%0.8%43.6122.8%0.6%
70Δ
75Δ41.9935.8%0.7%
80Δ41.8731.7%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.13
IV
24.5%
B/E move
2.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.34
IV
24.1%
B/E move
2.3%

30Δ

Calls
Pseudo strike
43.79
IV
23.1%
B/E move
2.1%
Puts
Pseudo strike
42.54
IV
23.6%
B/E move
1.9%

35Δ

Calls
Pseudo strike
43.64
IV
23.6%
B/E move
1.8%
Puts
Pseudo strike
42.71
IV
22.7%
B/E move
1.6%

40Δ

Calls
Pseudo strike
43.48
IV
24.0%
B/E move
1.6%
Puts
Pseudo strike
42.87
IV
21.7%
B/E move
1.3%

45Δ

Calls
Pseudo strike
43.32
IV
24.7%
B/E move
1.4%
Puts
Pseudo strike
43.04
IV
21.2%
B/E move
1.1%

50Δ

Calls
Pseudo strike
43.16
IV
25.4%
B/E move
1.3%
Puts
Pseudo strike
43.18
IV
22.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
43.01
IV
26.1%
B/E move
1.1%
Puts
Pseudo strike
43.33
IV
22.9%
B/E move
0.8%

60Δ

Calls
Pseudo strike
42.83
IV
26.5%
B/E move
1.0%
Puts
Pseudo strike
43.48
IV
23.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
42.65
IV
26.8%
B/E move
0.8%
Puts
Pseudo strike
43.61
IV
22.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.99
IV
35.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.87
IV
31.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.34%
Daily close
XLU12.4%24.7%36.9%2026-08-10: 18.27%2026-08-11: 17.49%2026-08-12: 16.53%2026-08-13: 21.87%2026-08-14: 14.10%2026-08-17: 15.50%2026-08-18: 16.76%2026-08-19: 17.61%2026-08-21: 15.65%2026-08-24: 16.61%2026-08-25: 16.19%2026-08-26: 16.01%2026-08-27: 22.13%2026-08-28: 14.86%2026-08-31: 16.33%2026-09-01: 16.93%2026-09-02: 16.51%2026-09-03: 17.08%2026-09-04: 14.85%2026-09-08: 17.52%2026-09-09: 17.45%2026-09-10: 26.43%2026-09-11: 16.35%2026-09-14: 17.62%2026-09-15: 18.74%2026-09-16: 18.48%2026-09-17: 34.85%2026-09-18: 15.28%2026-09-21: 16.11%2026-09-22: 15.52%2026-09-23: 17.59%2026-09-24: 21.86%2026-09-25: 20.31%2026-09-28: 22.11%2026-09-29: 20.69%2026-09-30: 21.55%2026-10-01: 35.23%2026-10-02: 19.20%2026-10-05: 18.42%2026-10-06: 18.39%2026-10-07: 17.80%2026-10-08: 26.33%2026-10-09: 16.71%2026-10-12: 18.01%2026-10-13: 18.40%2026-10-14: 17.66%2026-10-15: 17.91%2026-10-16: 17.70%2026-10-19: 18.53%2026-10-20: 18.43%2026-10-22: 20.19%2026-10-23: 17.71%2026-10-26: 18.34%2026-10-27: 17.40%2026-10-28: 17.09%2026-10-29: 19.73%2026-10-30: 18.34%Aug 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
18.27%
17.49%
16.53%
21.87%
14.10%
15.50%
16.76%
17.61%
15.65%
16.61%
16.19%
16.01%
22.13%
14.86%
16.33%
16.93%
16.51%
17.08%
14.85%
17.52%
17.45%
26.43%
16.35%
17.62%
18.74%
18.48%
34.85%
15.28%
16.11%
15.52%
17.59%
21.86%
20.31%
22.11%
20.69%
21.55%
35.23%
19.20%
18.42%
18.39%
17.80%
26.33%
16.71%
18.01%
18.40%
17.66%
17.91%
17.70%
18.53%
18.43%
20.19%
17.71%
18.34%
17.40%
17.09%
19.73%
18.34%