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State Street Health Care Select Sector SPDR ETF XLV

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Market dataready · fetched 2026-10-20T06:09:03.725Z

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

Calculation methodology

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

History data

PriceAlpaca · sip · 2026-10-20T00:00:00.169459669Z

FundamentalsAlpha Vantage · ready

Share price$175.65
1D-0.1%
AH$175.22$175.72$176.22$176.73$177.235:30 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$0.75$3.30$5.86$8.41$10.96$162.72$169.43$176.14$182.85$189.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLV spot · $175.65XLV PRICE$1.76$2.40$2.57$2.57$2.51$2.98$3.12$4.26$5.30$5.80$6.90$8.17$10.22$1.03$1.75$2.32$2.97$2.33$3.03$4.95$4.96$5.35$5.98$7.09$8.44$7.27
PutsExpensive1.11×
CallsExpensive1.19×
SkewBullish-2.66 pp
Implied moveBearish±$8.07
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.7432.8%10.7%168.9717.6%4.4%
25Δ188.9532.5%8.9%169.1122.1%4.7%
30Δ184.5627.5%6.5%170.6422.7%4.2%
35Δ181.0422.1%4.5%172.0123.7%3.8%
40Δ178.8417.7%3.2%174.4015.5%2.0%
45Δ177.6117.6%2.8%175.4316.8%1.9%
50Δ176.3815.6%2.2%176.6923.1%2.2%
55Δ175.2718.5%2.2%177.8120.1%1.6%
60Δ173.9520.0%2.0%178.9518.7%1.2%
65Δ172.7819.0%1.7%180.1118.1%0.9%
70Δ171.3019.7%1.5%181.5818.5%0.7%
75Δ169.5719.9%1.2%183.2819.1%0.5%
80Δ167.2622.0%1.0%182.7114.4%0.1%

20Δ

Calls
Pseudo strike
192.74
IV
32.8%
B/E move
10.7%
Puts
Pseudo strike
168.97
IV
17.6%
B/E move
4.4%

25Δ

Calls
Pseudo strike
188.95
IV
32.5%
B/E move
8.9%
Puts
Pseudo strike
169.11
IV
22.1%
B/E move
4.7%

30Δ

Calls
Pseudo strike
184.56
IV
27.5%
B/E move
6.5%
Puts
Pseudo strike
170.64
IV
22.7%
B/E move
4.2%

35Δ

Calls
Pseudo strike
181.04
IV
22.1%
B/E move
4.5%
Puts
Pseudo strike
172.01
IV
23.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
178.84
IV
17.7%
B/E move
3.2%
Puts
Pseudo strike
174.40
IV
15.5%
B/E move
2.0%

45Δ

Calls
Pseudo strike
177.61
IV
17.6%
B/E move
2.8%
Puts
Pseudo strike
175.43
IV
16.8%
B/E move
1.9%

50Δ

Calls
Pseudo strike
176.38
IV
15.6%
B/E move
2.2%
Puts
Pseudo strike
176.69
IV
23.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
175.27
IV
18.5%
B/E move
2.2%
Puts
Pseudo strike
177.81
IV
20.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
173.95
IV
20.0%
B/E move
2.0%
Puts
Pseudo strike
178.95
IV
18.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
172.78
IV
19.0%
B/E move
1.7%
Puts
Pseudo strike
180.11
IV
18.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
171.30
IV
19.7%
B/E move
1.5%
Puts
Pseudo strike
181.58
IV
18.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
169.57
IV
19.9%
B/E move
1.2%
Puts
Pseudo strike
183.28
IV
19.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
167.26
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
182.71
IV
14.4%
B/E move
0.1%

Options history

XLV19.0719.0819.102026-10-19T20:00:14.365000+00:00: 19.08%Oct 19Oct 19
Table
ObservationIVSkewImplied move
19.08%-10.73 pp4.61%