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State Street Consumer Discretionary Select Sector SPDR ETF XLY

i

Market dataready · fetched 2026-11-07T00:55:16.688Z

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 · 2026-11-07T00:30:04.791004511Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T00:55:16.270614+00:00

Share price$117.87
1D+0.8%
AH$116.65$117.23$117.82$118.40$118.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLY
Sold putSold callAH

State Street Consumer Discretionary Select Sector SPDR ETF options

Live interpolated XLY call and put midpoint premiums by absolute delta.State Street Consumer Discretionary Select Sector SPDR ETF$1.23$2.38$3.53$4.68$5.83$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEXLY PRICE$2.47$2.80$3.59$3.65$1.35$1.62$2.37$4.03$5.50$5.50$5.50
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ114.6242.4%3.9%
35Δ115.6141.4%3.3%
40Δ
45Δ
50Δ
55Δ118.6930.5%1.3%
60Δ116.8728.8%1.2%
65Δ116.2828.3%1.0%120.5638.1%1.1%
70Δ115.3931.9%0.9%122.0845.1%1.1%
75Δ115.0028.0%0.7%122.4439.7%0.8%
80Δ122.8034.3%0.5%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.62
IV
42.4%
B/E move
3.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.61
IV
41.4%
B/E move
3.3%

40Δ

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

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.69
IV
30.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
116.87
IV
28.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
116.28
IV
28.3%
B/E move
1.0%
Puts
Pseudo strike
120.56
IV
38.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
115.39
IV
31.9%
B/E move
0.9%
Puts
Pseudo strike
122.08
IV
45.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
115.00
IV
28.0%
B/E move
0.7%
Puts
Pseudo strike
122.44
IV
39.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
122.80
IV
34.3%
B/E move
0.5%

Options history

IV · four-Friday blend21.43%
Daily close
XLY15.6%23.6%31.6%2026-08-10: 19.77%2026-08-11: 19.69%2026-08-12: 18.87%2026-08-13: 19.40%2026-08-14: 16.74%2026-08-17: 19.03%2026-08-18: 19.41%2026-08-19: 18.53%2026-08-20: 20.87%2026-08-21: 18.46%2026-08-24: 18.32%2026-08-25: 18.87%2026-08-26: 19.49%2026-08-27: 18.07%2026-08-28: 17.66%2026-08-31: 19.02%2026-09-01: 19.72%2026-09-02: 20.72%2026-09-03: 19.27%2026-09-04: 17.21%2026-09-08: 18.95%2026-09-09: 20.34%2026-09-10: 24.43%2026-09-11: 18.83%2026-09-14: 19.17%2026-09-15: 20.15%2026-09-16: 22.48%2026-09-17: 20.86%2026-09-18: 17.97%2026-09-21: 19.05%2026-09-22: 19.15%2026-09-23: 21.05%2026-09-24: 21.70%2026-09-25: 20.13%2026-09-28: 21.05%2026-09-29: 20.39%2026-09-30: 18.93%2026-10-01: 24.17%2026-10-02: 21.11%2026-10-05: 19.67%2026-10-06: 18.44%2026-10-07: 19.46%2026-10-08: 20.14%2026-10-09: 17.52%2026-10-12: 19.09%2026-10-13: 20.27%2026-10-14: 20.25%2026-10-15: 22.61%2026-10-16: 22.04%2026-10-19: 23.15%2026-10-20: 24.87%2026-10-21: 24.29%2026-10-22: 24.31%2026-10-23: 23.07%2026-10-26: 25.23%2026-10-27: 25.81%2026-10-28: 28.67%2026-10-29: 30.51%2026-10-30: 21.43%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
19.77%
19.69%
18.87%
19.40%
16.74%
19.03%
19.41%
18.53%
20.87%
18.46%
18.32%
18.87%
19.49%
18.07%
17.66%
19.02%
19.72%
20.72%
19.27%
17.21%
18.95%
20.34%
24.43%
18.83%
19.17%
20.15%
22.48%
20.86%
17.97%
19.05%
19.15%
21.05%
21.70%
20.13%
21.05%
20.39%
18.93%
24.17%
21.11%
19.67%
18.44%
19.46%
20.14%
17.52%
19.09%
20.27%
20.25%
22.61%
22.04%
23.15%
24.87%
24.29%
24.31%
23.07%
25.23%
25.81%
28.67%
30.51%
21.43%