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State Street SPDR NYSE Technology ETF XNTK

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Market dataready · fetched 2026-11-13T02:14:19.823Z

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 · 2026-11-13T01:00:00.021903253Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:14:19.189592+00:00

Share price$331.60
1D+1.6%
AH$326$328$331$333$3365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXNTK
Sold putSold callAH

State Street SPDR NYSE Technology ETF options

Live interpolated XNTK call and put midpoint premiums by absolute delta.State Street SPDR NYSE Technology ETF$1.30$6.28$11.26$16.24$21.22$289.16$311.54$333.93$356.31$378.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XNTK spot · $331.60XNTK PRICE$1.84$2.47$3.22$4.10$5.20$6.31$7.61$8.91$10.51$12.13$13.97$16.29$19.79$2.78$3.28$3.90$4.62$5.55$6.49$7.70$8.91$10.27$11.65$13.15$14.69$16.53
PutsCheap0.80×
CallsCheap0.49×
SkewBullish-0.53 pp
Implied moveBalanced±$15.31
TiltBalanced1.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ346.9734.4%5.2%312.8849.2%6.5%
25Δ343.8934.2%4.5%318.3043.6%5.0%
30Δ341.5234.9%4.0%322.0740.5%4.1%
35Δ339.2236.0%3.5%325.1838.6%3.3%
40Δ337.0637.6%3.2%327.6338.1%2.9%
45Δ334.8839.2%2.9%330.0837.7%2.4%
50Δ332.4339.9%2.5%332.4137.6%2.1%
55Δ329.9840.6%2.2%334.7337.6%1.7%
60Δ327.3641.1%1.9%337.0737.1%1.4%
65Δ324.7241.5%1.6%339.4136.6%1.2%
70Δ321.9441.4%1.3%341.7435.7%0.9%
75Δ318.7642.1%1.0%344.0834.7%0.7%
80Δ314.6144.6%0.8%346.6033.5%0.5%

20Δ

Calls
Pseudo strike
346.97
IV
34.4%
B/E move
5.2%
Puts
Pseudo strike
312.88
IV
49.2%
B/E move
6.5%

25Δ

Calls
Pseudo strike
343.89
IV
34.2%
B/E move
4.5%
Puts
Pseudo strike
318.30
IV
43.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
341.52
IV
34.9%
B/E move
4.0%
Puts
Pseudo strike
322.07
IV
40.5%
B/E move
4.1%

35Δ

Calls
Pseudo strike
339.22
IV
36.0%
B/E move
3.5%
Puts
Pseudo strike
325.18
IV
38.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
337.06
IV
37.6%
B/E move
3.2%
Puts
Pseudo strike
327.63
IV
38.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
334.88
IV
39.2%
B/E move
2.9%
Puts
Pseudo strike
330.08
IV
37.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
332.43
IV
39.9%
B/E move
2.5%
Puts
Pseudo strike
332.41
IV
37.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
329.98
IV
40.6%
B/E move
2.2%
Puts
Pseudo strike
334.73
IV
37.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
327.36
IV
41.1%
B/E move
1.9%
Puts
Pseudo strike
337.07
IV
37.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
324.72
IV
41.5%
B/E move
1.6%
Puts
Pseudo strike
339.41
IV
36.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
321.94
IV
41.4%
B/E move
1.3%
Puts
Pseudo strike
341.74
IV
35.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
318.76
IV
42.1%
B/E move
1.0%
Puts
Pseudo strike
344.08
IV
34.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
314.61
IV
44.6%
B/E move
0.8%
Puts
Pseudo strike
346.60
IV
33.5%
B/E move
0.5%

Options history

IV · four-Friday blend32.13%
Daily EOD
XNTK27.9%30.2%32.4%2026-10-19: 28.22%2026-10-20: 28.55%2026-10-21: 28.29%2026-10-22: 31.60%2026-10-23: 31.36%2026-10-26: 29.78%2026-10-27: 28.75%2026-10-28: 28.20%2026-10-29: 28.62%2026-10-30: 32.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.22%
28.55%
28.29%
31.60%
31.36%
29.78%
28.75%
28.20%
28.62%
32.13%