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State Street SPDR S&P Metals & Mining ETF XME

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Market dataready · fetched 2026-10-20T06:07:21.160Z

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

Calculation methodology

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

History data

PriceAlpaca · sip · 2026-10-20T00:00:00.121862189Z

FundamentalsAlpha Vantage · ready

Share price$101.37
1D-0.9%
AH$100.52$101.13$101.73$102.33$102.945:30 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$1.31$3.64$5.97$8.30$10.64$88.30$95.52$102.74$109.96$117.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XME spot · $101.37XME PRICE$2.45$2.45$2.55$2.04$3.11$3.98$4.23$4.72$6.38$6.05$7.92$8.70$7.81$1.56$1.95$2.20$2.30$2.49$3.39$3.76$5.00$5.51$6.52$6.89$8.99$9.96
PutsFair0.98×
CallsExpensive1.34×
SkewBullish-9.80 pp
Implied moveBullish±$7.99
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.4282.1%29.1%91.9744.1%10.8%
25Δ116.4860.0%17.3%94.4541.3%8.8%
30Δ110.7248.8%11.7%96.6437.0%6.8%
35Δ105.8330.6%6.4%98.6531.0%4.9%
40Δ105.2538.7%6.9%99.9528.2%3.9%
45Δ104.0942.6%6.6%100.9732.0%3.7%
50Δ102.3738.5%5.2%102.1130.1%3.0%
55Δ100.9236.8%4.2%103.5034.0%2.8%
60Δ99.2743.6%4.2%104.6232.5%2.2%
65Δ98.4436.2%3.1%106.0533.1%1.8%
70Δ96.2240.9%2.7%106.9830.5%1.3%
75Δ94.8539.0%2.1%109.2733.8%1.1%
80Δ94.9029.8%1.3%110.6632.5%0.7%

20Δ

Calls
Pseudo strike
128.42
IV
82.1%
B/E move
29.1%
Puts
Pseudo strike
91.97
IV
44.1%
B/E move
10.8%

25Δ

Calls
Pseudo strike
116.48
IV
60.0%
B/E move
17.3%
Puts
Pseudo strike
94.45
IV
41.3%
B/E move
8.8%

30Δ

Calls
Pseudo strike
110.72
IV
48.8%
B/E move
11.7%
Puts
Pseudo strike
96.64
IV
37.0%
B/E move
6.8%

35Δ

Calls
Pseudo strike
105.83
IV
30.6%
B/E move
6.4%
Puts
Pseudo strike
98.65
IV
31.0%
B/E move
4.9%

40Δ

Calls
Pseudo strike
105.25
IV
38.7%
B/E move
6.9%
Puts
Pseudo strike
99.95
IV
28.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
104.09
IV
42.6%
B/E move
6.6%
Puts
Pseudo strike
100.97
IV
32.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
102.37
IV
38.5%
B/E move
5.2%
Puts
Pseudo strike
102.11
IV
30.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
100.92
IV
36.8%
B/E move
4.2%
Puts
Pseudo strike
103.50
IV
34.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
99.27
IV
43.6%
B/E move
4.2%
Puts
Pseudo strike
104.62
IV
32.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
98.44
IV
36.2%
B/E move
3.1%
Puts
Pseudo strike
106.05
IV
33.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
96.22
IV
40.9%
B/E move
2.7%
Puts
Pseudo strike
106.98
IV
30.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
94.85
IV
39.0%
B/E move
2.1%
Puts
Pseudo strike
109.27
IV
33.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
94.90
IV
29.8%
B/E move
1.3%
Puts
Pseudo strike
110.66
IV
32.5%
B/E move
0.7%

Options history

XME33.7533.7933.822026-10-19T20:00:03.036000+00:00: 33.79%Oct 19Oct 19
Table
ObservationIVSkewImplied move
33.79%-18.95 pp7.89%