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State Street Consumer Discretionary Select Sector SPDR ETF XLY

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Market dataready · fetched 2026-10-20T06:09:04.105Z

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

Calculation methodology

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

History data

PriceAlpaca · sip · 2026-10-20T00:00:00.169450574Z

FundamentalsAlpha Vantage · ready

Share price$114.46
1D+1.4%
AH$112.77$113.27$113.76$114.25$114.755:30 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$0.45$2.50$4.56$6.61$8.67$102.61$107.84$113.08$118.31$123.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XLY spot · $114.46XLY PRICE$0.67$0.99$1.59$1.67$1.81$2.45$2.28$2.60$3.45$4.62$4.55$5.99$6.97$2.45$2.45$2.26$2.43$2.46$2.27$3.40$3.73$4.81$4.65$6.31$7.04$8.07
PutsExpensive1.80×
CallsExpensive1.18×
SkewBearish+8.22 pp
Implied moveBearish±$5.68
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.3718.4%5.7%100.6359.8%14.2%
25Δ119.7920.1%5.5%105.9245.5%9.6%
30Δ119.9225.9%6.2%109.6133.7%6.2%
35Δ117.9522.0%4.5%111.5629.3%4.7%
40Δ116.7219.7%3.6%113.1024.6%3.3%
45Δ116.0322.5%3.5%114.2119.4%2.2%
50Δ114.9917.7%2.5%115.1424.4%2.4%
55Δ114.2517.3%2.1%116.0723.0%1.9%
60Δ113.3620.0%2.1%117.3425.4%1.7%
65Δ112.1223.4%2.0%117.8721.4%1.1%
70Δ111.5719.9%1.5%119.6425.0%1.0%
75Δ110.0223.0%1.4%120.7324.2%0.7%
80Δ108.7222.9%1.1%122.0823.9%0.4%

20Δ

Calls
Pseudo strike
120.37
IV
18.4%
B/E move
5.7%
Puts
Pseudo strike
100.63
IV
59.8%
B/E move
14.2%

25Δ

Calls
Pseudo strike
119.79
IV
20.1%
B/E move
5.5%
Puts
Pseudo strike
105.92
IV
45.5%
B/E move
9.6%

30Δ

Calls
Pseudo strike
119.92
IV
25.9%
B/E move
6.2%
Puts
Pseudo strike
109.61
IV
33.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
117.95
IV
22.0%
B/E move
4.5%
Puts
Pseudo strike
111.56
IV
29.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
116.72
IV
19.7%
B/E move
3.6%
Puts
Pseudo strike
113.10
IV
24.6%
B/E move
3.3%

45Δ

Calls
Pseudo strike
116.03
IV
22.5%
B/E move
3.5%
Puts
Pseudo strike
114.21
IV
19.4%
B/E move
2.2%

50Δ

Calls
Pseudo strike
114.99
IV
17.7%
B/E move
2.5%
Puts
Pseudo strike
115.14
IV
24.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
114.25
IV
17.3%
B/E move
2.1%
Puts
Pseudo strike
116.07
IV
23.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
113.36
IV
20.0%
B/E move
2.1%
Puts
Pseudo strike
117.34
IV
25.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
112.12
IV
23.4%
B/E move
2.0%
Puts
Pseudo strike
117.87
IV
21.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
111.57
IV
19.9%
B/E move
1.5%
Puts
Pseudo strike
119.64
IV
25.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
110.02
IV
23.0%
B/E move
1.4%
Puts
Pseudo strike
120.73
IV
24.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
108.72
IV
22.9%
B/E move
1.1%
Puts
Pseudo strike
122.08
IV
23.9%
B/E move
0.4%

Options history

XLY20.7320.7520.772026-10-19T20:08:07.364000+00:00: 20.75%Oct 19Oct 19
Table
ObservationIVSkewImplied move
20.75%25.39 pp4.98%