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State Street SPDR S&P Metals & Mining ETF XME

i

Market dataready · fetched 2026-11-07T02:31:15.379Z

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

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 · 2026-11-07T01:00:00.137580971Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T02:31:14.871872+00:00

Share price$93.45
1D+2.1%
AH$91.25$92.13$93.02$93.91$94.795:30 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$1.93$4.16$6.39$8.61$10.84$82.54$88.07$93.60$99.14$104.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XME spot · $93.45XME PRICE$2.34$2.86$3.28$6.49$7.11$9.95$2.50$2.17$2.32$2.97$3.23$4.18$4.87$5.98$7.20$7.68$10.20
Puts——
Calls——
Skew——
Implied moveBalanced±$6.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ88.1567.2%8.3%
35Δ90.6547.9%5.3%
40Δ96.2347.5%5.5%91.9642.4%4.1%
45Δ95.1548.6%4.9%92.9245.2%3.7%
50Δ94.0047.5%4.1%93.9042.0%3.0%
55Δ95.0546.2%2.8%
60Δ96.1746.3%2.3%
65Δ97.5649.0%2.0%
70Δ89.0653.6%2.3%99.1151.0%1.7%
75Δ87.9350.9%1.7%100.0447.2%1.2%
80Δ84.9963.1%1.6%102.7653.4%0.9%

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
88.15
IV
67.2%
B/E move
8.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.65
IV
47.9%
B/E move
5.3%

40Δ

Calls
Pseudo strike
96.23
IV
47.5%
B/E move
5.5%
Puts
Pseudo strike
91.96
IV
42.4%
B/E move
4.1%

45Δ

Calls
Pseudo strike
95.15
IV
48.6%
B/E move
4.9%
Puts
Pseudo strike
92.92
IV
45.2%
B/E move
3.7%

50Δ

Calls
Pseudo strike
94.00
IV
47.5%
B/E move
4.1%
Puts
Pseudo strike
93.90
IV
42.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.05
IV
46.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.17
IV
46.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.56
IV
49.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
89.06
IV
53.6%
B/E move
2.3%
Puts
Pseudo strike
99.11
IV
51.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
87.93
IV
50.9%
B/E move
1.7%
Puts
Pseudo strike
100.04
IV
47.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
84.99
IV
63.1%
B/E move
1.6%
Puts
Pseudo strike
102.76
IV
53.4%
B/E move
0.9%

Options history

IV · four-Friday blend35.71%
Daily close
XME30.8%36.0%41.2%2026-08-10: 37.33%2026-08-11: 40.49%2026-08-12: 38.21%2026-08-13: 36.38%2026-08-14: 37.45%2026-08-17: 39.95%2026-08-18: 37.96%2026-08-19: 39.57%2026-08-20: 40.41%2026-08-21: 38.70%2026-08-24: 38.11%2026-08-25: 38.32%2026-08-26: 37.06%2026-08-27: 35.64%2026-08-28: 35.16%2026-08-31: 34.37%2026-09-01: 36.35%2026-09-02: 35.60%2026-09-03: 35.85%2026-09-04: 33.71%2026-09-08: 35.97%2026-09-09: 35.61%2026-09-10: 38.46%2026-09-11: 34.72%2026-09-14: 35.08%2026-09-15: 37.33%2026-09-16: 36.98%2026-09-17: 36.06%2026-09-18: 33.74%2026-09-21: 32.83%2026-09-22: 33.56%2026-09-23: 32.41%2026-09-24: 32.50%2026-09-25: 32.33%2026-09-28: 32.93%2026-09-29: 33.45%2026-09-30: 32.58%2026-10-01: 31.94%2026-10-02: 31.53%2026-10-05: 31.83%2026-10-06: 31.75%2026-10-07: 33.34%2026-10-08: 32.47%2026-10-09: 32.77%2026-10-12: 32.65%2026-10-13: 34.65%2026-10-14: 34.20%2026-10-15: 37.96%2026-10-16: 33.84%2026-10-19: 34.48%2026-10-20: 34.31%2026-10-21: 33.77%2026-10-22: 35.59%2026-10-23: 35.26%2026-10-26: 34.56%2026-10-27: 34.73%2026-10-28: 34.89%2026-10-29: 34.41%2026-10-30: 35.71%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
37.33%
40.49%
38.21%
36.38%
37.45%
39.95%
37.96%
39.57%
40.41%
38.70%
38.11%
38.32%
37.06%
35.64%
35.16%
34.37%
36.35%
35.60%
35.85%
33.71%
35.97%
35.61%
38.46%
34.72%
35.08%
37.33%
36.98%
36.06%
33.74%
32.83%
33.56%
32.41%
32.50%
32.33%
32.93%
33.45%
32.58%
31.94%
31.53%
31.83%
31.75%
33.34%
32.47%
32.77%
32.65%
34.65%
34.20%
37.96%
33.84%
34.48%
34.31%
33.77%
35.59%
35.26%
34.56%
34.73%
34.89%
34.41%
35.71%