IntraAlpha
Create free account Start free

State Street SPDR NYSE Technology ETF XNTK

i

Market datapartial · fetched 2026-10-23T03:51:45.071Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.038124769Z

FundamentalsAlpha Vantage · unavailable

Share price$344.44
1D-1.9%
AH$342$345$348$350$3535:30 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$2.27$9.87$17.48$25.08$32.68$301.02$327.12$353.22$379.32$405.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XNTK spot · $344.44XNTK PRICE$3.09$4.20$5.51$6.99$8.62$10.46$12.62$14.91$17.42$20.52$9.51$11.13$12.89$14.78$16.84$19.12$21.66$23.74$26.68$30.49
PutsExpensive1.13×
CallsExpensive1.44×
SkewBearish+1.48 pp
Implied moveBearish±$27.40
TiltBearish28.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ371.9929.6%8.9%
25Δ367.2230.1%7.8%
30Δ363.0931.0%7.0%
35Δ359.1832.0%6.3%333.1339.1%6.0%
40Δ355.2132.8%5.6%338.1837.8%5.0%
45Δ351.1833.5%5.0%342.8436.7%4.2%
50Δ347.1134.4%4.4%347.2535.7%3.5%
55Δ342.9135.1%3.9%351.5034.9%2.8%
60Δ338.5135.5%3.3%355.6934.2%2.3%
65Δ333.8136.5%2.9%359.9333.5%1.8%
70Δ363.6431.9%1.3%
75Δ367.9531.0%0.9%
80Δ372.9030.5%0.6%

20Δ

Calls
Pseudo strike
371.99
IV
29.6%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
367.22
IV
30.1%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
363.09
IV
31.0%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
359.18
IV
32.0%
B/E move
6.3%
Puts
Pseudo strike
333.13
IV
39.1%
B/E move
6.0%

40Δ

Calls
Pseudo strike
355.21
IV
32.8%
B/E move
5.6%
Puts
Pseudo strike
338.18
IV
37.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
351.18
IV
33.5%
B/E move
5.0%
Puts
Pseudo strike
342.84
IV
36.7%
B/E move
4.2%

50Δ

Calls
Pseudo strike
347.11
IV
34.4%
B/E move
4.4%
Puts
Pseudo strike
347.25
IV
35.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
342.91
IV
35.1%
B/E move
3.9%
Puts
Pseudo strike
351.50
IV
34.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
338.51
IV
35.5%
B/E move
3.3%
Puts
Pseudo strike
355.69
IV
34.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
333.81
IV
36.5%
B/E move
2.9%
Puts
Pseudo strike
359.93
IV
33.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
363.64
IV
31.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
367.95
IV
31.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
372.90
IV
30.5%
B/E move
0.6%

Options history

No recorded observations