IntraAlpha
Create free account Start free

State Street Consumer Discretionary Select Sector SPDR ETF XLY

i

Market dataready · fetched 2026-10-16T22:20:31.105Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:21:30.970190794Z

FundamentalsAlpha Vantage · ready

Share price$112.16
1D-1.9%
AH$111.68$112.45$113.23$114.00$114.775:30 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$1.01$2.17$3.34$4.50$5.66$105.74$110.00$114.25$118.50$122.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLY spot · $112.16XLY PRICE$2.29$2.45$2.45$2.45$2.45$2.45$2.46$2.51$2.46$2.69$3.23$3.70$5.33$1.14$1.14$1.15$1.31$1.46$1.63$1.82$1.88$2.00$2.18$2.35$2.48$2.16
PutsExpensive1.82×
CallsExpensive3.43×
SkewBullish-27.13 pp
Implied moveBullish±$4.28
TiltBullish23.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.78138.8%21.3%104.7063.0%7.7%
25Δ126.47115.0%14.9%107.5248.3%5.2%
30Δ120.5888.8%9.7%109.3338.3%3.6%
35Δ117.1471.2%6.6%110.3335.0%2.8%
40Δ114.9958.6%4.7%111.1032.4%2.2%
45Δ113.4648.7%3.3%111.7730.4%1.8%
50Δ112.4441.4%2.4%112.3328.8%1.5%
55Δ111.7035.9%1.8%112.8125.7%1.1%
60Δ111.1830.5%1.3%113.2223.5%0.8%
65Δ110.6328.7%1.0%113.6122.2%0.6%
70Δ109.9230.0%0.9%114.0020.9%0.5%
75Δ109.2529.7%0.7%114.2819.0%0.3%
80Δ107.5737.2%0.7%114.1614.5%0.1%

20Δ

Calls
Pseudo strike
133.78
IV
138.8%
B/E move
21.3%
Puts
Pseudo strike
104.70
IV
63.0%
B/E move
7.7%

25Δ

Calls
Pseudo strike
126.47
IV
115.0%
B/E move
14.9%
Puts
Pseudo strike
107.52
IV
48.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
120.58
IV
88.8%
B/E move
9.7%
Puts
Pseudo strike
109.33
IV
38.3%
B/E move
3.6%

35Δ

Calls
Pseudo strike
117.14
IV
71.2%
B/E move
6.6%
Puts
Pseudo strike
110.33
IV
35.0%
B/E move
2.8%

40Δ

Calls
Pseudo strike
114.99
IV
58.6%
B/E move
4.7%
Puts
Pseudo strike
111.10
IV
32.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
113.46
IV
48.7%
B/E move
3.3%
Puts
Pseudo strike
111.77
IV
30.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
112.44
IV
41.4%
B/E move
2.4%
Puts
Pseudo strike
112.33
IV
28.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
111.70
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
112.81
IV
25.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
111.18
IV
30.5%
B/E move
1.3%
Puts
Pseudo strike
113.22
IV
23.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
110.63
IV
28.7%
B/E move
1.0%
Puts
Pseudo strike
113.61
IV
22.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
109.92
IV
30.0%
B/E move
0.9%
Puts
Pseudo strike
114.00
IV
20.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
109.25
IV
29.7%
B/E move
0.7%
Puts
Pseudo strike
114.28
IV
19.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
107.57
IV
37.2%
B/E move
0.7%
Puts
Pseudo strike
114.16
IV
14.5%
B/E move
0.1%