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State Street Health Care Select Sector SPDR ETF XLV

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Market dataready · fetched 2026-10-16T21:49:16.375Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:47:56.203408113Z

FundamentalsAlpha Vantage · ready

Share price$176.70
1D-0.9%
AH$176.22$176.72$177.22$177.71$178.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLV
Sold putSold callAH

State Street Health Care Select Sector SPDR ETF options

Live interpolated XLV call and put midpoint premiums by absolute delta.State Street Health Care Select Sector SPDR ETF$1.01$1.96$2.91$3.86$4.80$168.12$172.06$176.00$179.94$183.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLV spot · $176.70XLV PRICE$1.11$1.24$1.28$1.46$1.58$1.71$1.85$2.03$2.33$2.84$3.34$2.73$4.53$1.13$1.22$1.31$1.45$1.74$2.02$2.00$2.12$2.31$3.43$3.62$3.82$4.28
PutsExpensive1.45×
CallsExpensive1.08×
SkewBearish+0.51 pp
Implied moveBearish±$3.85
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ185.9842.0%5.9%168.8940.7%5.1%
25Δ182.9435.0%4.2%171.5833.0%3.6%
30Δ180.6628.3%3.0%173.4527.7%2.6%
35Δ179.4426.0%2.4%174.6024.8%2.0%
40Δ178.4223.3%1.9%175.4424.3%1.7%
45Δ177.5721.0%1.5%176.1723.9%1.4%
50Δ176.9219.4%1.2%176.9020.3%1.0%
55Δ176.3618.2%1.0%177.4518.3%0.8%
60Δ175.7517.7%0.8%177.9517.3%0.6%
65Δ175.0718.4%0.7%179.0122.1%0.6%
70Δ174.3919.2%0.6%179.4920.3%0.5%
75Δ174.6314.0%0.4%179.9818.6%0.3%
80Δ172.8519.9%0.4%180.6317.9%0.2%

20Δ

Calls
Pseudo strike
185.98
IV
42.0%
B/E move
5.9%
Puts
Pseudo strike
168.89
IV
40.7%
B/E move
5.1%

25Δ

Calls
Pseudo strike
182.94
IV
35.0%
B/E move
4.2%
Puts
Pseudo strike
171.58
IV
33.0%
B/E move
3.6%

30Δ

Calls
Pseudo strike
180.66
IV
28.3%
B/E move
3.0%
Puts
Pseudo strike
173.45
IV
27.7%
B/E move
2.6%

35Δ

Calls
Pseudo strike
179.44
IV
26.0%
B/E move
2.4%
Puts
Pseudo strike
174.60
IV
24.8%
B/E move
2.0%

40Δ

Calls
Pseudo strike
178.42
IV
23.3%
B/E move
1.9%
Puts
Pseudo strike
175.44
IV
24.3%
B/E move
1.7%

45Δ

Calls
Pseudo strike
177.57
IV
21.0%
B/E move
1.5%
Puts
Pseudo strike
176.17
IV
23.9%
B/E move
1.4%

50Δ

Calls
Pseudo strike
176.92
IV
19.4%
B/E move
1.2%
Puts
Pseudo strike
176.90
IV
20.3%
B/E move
1.0%

55Δ

Calls
Pseudo strike
176.36
IV
18.2%
B/E move
1.0%
Puts
Pseudo strike
177.45
IV
18.3%
B/E move
0.8%

60Δ

Calls
Pseudo strike
175.75
IV
17.7%
B/E move
0.8%
Puts
Pseudo strike
177.95
IV
17.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
175.07
IV
18.4%
B/E move
0.7%
Puts
Pseudo strike
179.01
IV
22.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
174.39
IV
19.2%
B/E move
0.6%
Puts
Pseudo strike
179.49
IV
20.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
174.63
IV
14.0%
B/E move
0.4%
Puts
Pseudo strike
179.98
IV
18.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
172.85
IV
19.9%
B/E move
0.4%
Puts
Pseudo strike
180.63
IV
17.9%
B/E move
0.2%