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State Street SPDR S&P Metals & Mining ETF XME

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Market dataready · fetched 2026-10-15T20:35:19.801Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001025378Z

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$2.33$3.92$5.52$7.11$8.71$90.44$96.21$101.99$107.76$113.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $101.34OPTION PRICELive XME spot · $101.34XME PRICE$2.50$2.50$2.50$2.50$2.50$2.51$2.52$2.52$2.51$2.83$4.15$5.20$8.25$2.50$2.50$2.50$2.52$2.51$2.50$2.51$2.57$2.76$2.94$3.12$3.30$3.49
PutsExpensive4.05×
CallsExpensive4.46×
SkewBullish-24.74 pp
Implied moveBalanced±$5.04
TiltBullish9.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.86486.2%30.6%83.20463.5%20.4%
25Δ116.39349.4%17.3%89.37351.4%14.3%
30Δ110.14269.7%11.2%95.54239.4%8.2%
35Δ106.47215.3%7.5%98.01191.1%5.8%
40Δ104.16176.4%5.3%99.56159.8%4.2%
45Δ102.66147.5%3.8%100.68135.4%3.1%
50Δ101.61124.9%2.8%101.48115.9%2.3%
55Δ100.84106.8%2.0%102.15100.9%1.7%
60Δ100.3292.4%1.5%102.7193.5%1.4%
65Δ99.6488.7%1.1%103.2786.1%1.0%
70Δ98.38114.0%1.2%103.8478.6%0.6%
75Δ97.18124.9%1.0%104.4071.2%0.2%
80Δ94.19175.7%1.1%104.9663.8%0.1%

20Δ

Calls
Pseudo strike
129.86
IV
486.2%
B/E move
30.6%
Puts
Pseudo strike
83.20
IV
463.5%
B/E move
20.4%

25Δ

Calls
Pseudo strike
116.39
IV
349.4%
B/E move
17.3%
Puts
Pseudo strike
89.37
IV
351.4%
B/E move
14.3%

30Δ

Calls
Pseudo strike
110.14
IV
269.7%
B/E move
11.2%
Puts
Pseudo strike
95.54
IV
239.4%
B/E move
8.2%

35Δ

Calls
Pseudo strike
106.47
IV
215.3%
B/E move
7.5%
Puts
Pseudo strike
98.01
IV
191.1%
B/E move
5.8%

40Δ

Calls
Pseudo strike
104.16
IV
176.4%
B/E move
5.3%
Puts
Pseudo strike
99.56
IV
159.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
102.66
IV
147.5%
B/E move
3.8%
Puts
Pseudo strike
100.68
IV
135.4%
B/E move
3.1%

50Δ

Calls
Pseudo strike
101.61
IV
124.9%
B/E move
2.8%
Puts
Pseudo strike
101.48
IV
115.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
100.84
IV
106.8%
B/E move
2.0%
Puts
Pseudo strike
102.15
IV
100.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
100.32
IV
92.4%
B/E move
1.5%
Puts
Pseudo strike
102.71
IV
93.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
99.64
IV
88.7%
B/E move
1.1%
Puts
Pseudo strike
103.27
IV
86.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
98.38
IV
114.0%
B/E move
1.2%
Puts
Pseudo strike
103.84
IV
78.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
97.18
IV
124.9%
B/E move
1.0%
Puts
Pseudo strike
104.40
IV
71.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
94.19
IV
175.7%
B/E move
1.1%
Puts
Pseudo strike
104.96
IV
63.8%
B/E move
0.1%