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State Street SPDR S&P Metals & Mining ETF XME

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Market dataready · fetched 2026-10-15T20:03:51.252Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.520834337Z

FundamentalsAlpha Vantage · ready

Share price$101.34
1D+2.4%
AH$97$98$99$101$1025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXME
Sold putSold callAH

State Street SPDR S&P Metals & Mining ETF options

Live interpolated XME call and put midpoint premiums by absolute delta.State Street SPDR S&P Metals & Mining ETF$0.91$2.36$3.82$5.27$6.72$95.81$98.91$102.02$105.13$108.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $101.34OPTION PRICELive XME spot · $101.34XME PRICE$1.06$1.07$1.13$1.34$1.35$1.49$1.67$1.89$2.27$2.74$3.37$4.66$6.31$1.09$1.08$1.17$1.17$1.15$1.20$1.25$1.30$1.36$1.77$2.17$2.58$2.98
PutsExpensive2.02×
CallsExpensive2.55×
SkewBullish-25.78 pp
Implied moveBullish±$2.92
TiltBullish19.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.03191.9%10.6%92.87195.0%9.4%
25Δ106.83141.3%6.5%96.99131.4%5.4%
30Δ104.81115.3%4.5%98.42112.4%4.0%
35Δ103.84111.4%3.8%99.5791.9%2.9%
40Δ102.7492.2%2.7%100.3775.5%2.1%
45Δ102.0385.3%2.2%100.9765.4%1.5%
50Δ101.4781.2%1.8%101.3359.0%1.2%
55Δ100.9178.3%1.4%101.6752.7%1.0%
60Δ100.3481.2%1.3%102.0246.9%0.7%
65Δ99.7085.2%1.1%102.4951.4%0.6%
70Δ98.9392.0%0.9%102.9755.9%0.5%
75Δ97.60111.1%0.9%103.4560.5%0.5%
80Δ95.85132.0%0.8%103.9265.0%0.4%

20Δ

Calls
Pseudo strike
111.03
IV
191.9%
B/E move
10.6%
Puts
Pseudo strike
92.87
IV
195.0%
B/E move
9.4%

25Δ

Calls
Pseudo strike
106.83
IV
141.3%
B/E move
6.5%
Puts
Pseudo strike
96.99
IV
131.4%
B/E move
5.4%

30Δ

Calls
Pseudo strike
104.81
IV
115.3%
B/E move
4.5%
Puts
Pseudo strike
98.42
IV
112.4%
B/E move
4.0%

35Δ

Calls
Pseudo strike
103.84
IV
111.4%
B/E move
3.8%
Puts
Pseudo strike
99.57
IV
91.9%
B/E move
2.9%

40Δ

Calls
Pseudo strike
102.74
IV
92.2%
B/E move
2.7%
Puts
Pseudo strike
100.37
IV
75.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
102.03
IV
85.3%
B/E move
2.2%
Puts
Pseudo strike
100.97
IV
65.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
101.47
IV
81.2%
B/E move
1.8%
Puts
Pseudo strike
101.33
IV
59.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
100.91
IV
78.3%
B/E move
1.4%
Puts
Pseudo strike
101.67
IV
52.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
100.34
IV
81.2%
B/E move
1.3%
Puts
Pseudo strike
102.02
IV
46.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
99.70
IV
85.2%
B/E move
1.1%
Puts
Pseudo strike
102.49
IV
51.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
98.93
IV
92.0%
B/E move
0.9%
Puts
Pseudo strike
102.97
IV
55.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
97.60
IV
111.1%
B/E move
0.9%
Puts
Pseudo strike
103.45
IV
60.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
95.85
IV
132.0%
B/E move
0.8%
Puts
Pseudo strike
103.92
IV
65.0%
B/E move
0.4%