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State Street Utilities Select Sector SPDR ETF XLU

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Market dataready · fetched 2026-10-20T06:08:40.882Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T00:00:00.003076381Z

FundamentalsAlpha Vantage · ready

Share price$41.36
1D-1.6%
AH$41.24$41.49$41.73$41.97$42.225:30 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$0.14$1.01$1.89$2.76$3.63$38.29$40.09$41.88$43.68$45.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLU spot · $41.36XLU PRICE$0.23$0.32$1.87$1.07$0.66$0.78$0.95$1.07$1.17$1.43$1.77$2.18$3.38$0.25$0.32$0.39$0.52$0.65$0.79$0.92$1.03$1.15$1.32$1.53$1.79$2.98
PutsCheap0.92×
CallsExpensive1.57×
SkewBullish-10.12 pp
Implied moveBalanced±$1.88
TiltBullish10.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.3717.4%5.4%39.7518.0%4.5%
25Δ43.0518.0%4.9%40.1417.4%3.7%
30Δ49.5690.3%24.4%40.5016.6%3.0%
35Δ44.8845.3%11.1%40.7517.4%2.7%
40Δ42.2019.9%3.6%41.0018.2%2.4%
45Δ41.8619.5%3.1%41.2818.5%2.1%
50Δ41.5720.5%2.8%41.5518.5%1.8%
55Δ41.2819.8%2.4%41.8217.7%1.4%
60Δ40.9918.8%1.9%42.0817.1%1.1%
65Δ40.6419.8%1.7%42.3517.0%0.8%
70Δ40.2321.4%1.5%42.6517.0%0.6%
75Δ39.7423.1%1.4%42.9917.4%0.4%
80Δ38.5631.9%1.4%44.2123.0%0.3%

20Δ

Calls
Pseudo strike
43.37
IV
17.4%
B/E move
5.4%
Puts
Pseudo strike
39.75
IV
18.0%
B/E move
4.5%

25Δ

Calls
Pseudo strike
43.05
IV
18.0%
B/E move
4.9%
Puts
Pseudo strike
40.14
IV
17.4%
B/E move
3.7%

30Δ

Calls
Pseudo strike
49.56
IV
90.3%
B/E move
24.4%
Puts
Pseudo strike
40.50
IV
16.6%
B/E move
3.0%

35Δ

Calls
Pseudo strike
44.88
IV
45.3%
B/E move
11.1%
Puts
Pseudo strike
40.75
IV
17.4%
B/E move
2.7%

40Δ

Calls
Pseudo strike
42.20
IV
19.9%
B/E move
3.6%
Puts
Pseudo strike
41.00
IV
18.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
41.86
IV
19.5%
B/E move
3.1%
Puts
Pseudo strike
41.28
IV
18.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
41.57
IV
20.5%
B/E move
2.8%
Puts
Pseudo strike
41.55
IV
18.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
41.28
IV
19.8%
B/E move
2.4%
Puts
Pseudo strike
41.82
IV
17.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
40.99
IV
18.8%
B/E move
1.9%
Puts
Pseudo strike
42.08
IV
17.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
40.64
IV
19.8%
B/E move
1.7%
Puts
Pseudo strike
42.35
IV
17.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
40.23
IV
21.4%
B/E move
1.5%
Puts
Pseudo strike
42.65
IV
17.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
39.74
IV
23.1%
B/E move
1.4%
Puts
Pseudo strike
42.99
IV
17.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
38.56
IV
31.9%
B/E move
1.4%
Puts
Pseudo strike
44.21
IV
23.0%
B/E move
0.3%

Options history

XLU19.1719.1919.212026-10-19T20:00:20.052000+00:00: 19.19%Oct 19Oct 19
Table
ObservationIVSkewImplied move
19.19%-0.46 pp4.54%