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State Street SPDR S&P Oil & Gas Exploration & Production ETF XOP

i

Market datapartial · fetched 2026-11-06T17:34:57.862Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T17:34:57.747481546Z

FundamentalsAlpha Vantage · unavailable

Share price$176.12
1D+1.1%
$173$174$175$176$1775:30 AM6:30 AM9:00 AM1:00 PMXOP
Sold putSold call

State Street SPDR S&P Oil & Gas Exploration & Production ETF options

Live interpolated XOP call and put midpoint premiums by absolute delta.State Street SPDR S&P Oil & Gas Exploration & Production ETF$0.00$0.27$0.54$0.81$1.08$-0.18$0.16$0.50$0.84$1.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEXOP PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.28%
Daily close
XOP27.2%33.6%40.0%2026-08-10: 35.37%2026-08-11: 34.94%2026-08-12: 32.88%2026-08-13: 31.45%2026-08-14: 29.39%2026-08-17: 31.51%2026-08-18: 32.55%2026-08-19: 31.20%2026-08-20: 32.43%2026-08-21: 30.34%2026-08-24: 32.46%2026-08-25: 33.24%2026-08-26: 32.51%2026-08-27: 30.08%2026-08-28: 29.42%2026-08-31: 30.15%2026-09-01: 30.02%2026-09-02: 29.07%2026-09-03: 29.36%2026-09-04: 28.10%2026-09-08: 32.36%2026-09-09: 32.92%2026-09-10: 36.52%2026-09-11: 32.75%2026-09-14: 35.40%2026-09-15: 37.15%2026-09-16: 36.10%2026-09-17: 33.02%2026-09-18: 32.02%2026-09-21: 34.50%2026-09-22: 34.81%2026-09-23: 35.02%2026-09-24: 36.42%2026-09-25: 35.73%2026-09-28: 36.46%2026-09-29: 36.99%2026-09-30: 35.14%2026-10-01: 35.79%2026-10-02: 32.91%2026-10-05: 33.03%2026-10-06: 32.05%2026-10-07: 31.67%2026-10-08: 32.31%2026-10-09: 29.83%2026-10-12: 32.29%2026-10-13: 32.12%2026-10-14: 32.73%2026-10-15: 34.76%2026-10-16: 33.69%2026-10-19: 34.99%2026-10-20: 35.24%2026-10-21: 35.78%2026-10-22: 38.85%2026-10-23: 36.58%2026-10-26: 37.90%2026-10-27: 37.67%2026-10-28: 39.13%2026-10-29: 37.99%2026-10-30: 37.28%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
35.37%
34.94%
32.88%
31.45%
29.39%
31.51%
32.55%
31.20%
32.43%
30.34%
32.46%
33.24%
32.51%
30.08%
29.42%
30.15%
30.02%
29.07%
29.36%
28.10%
32.36%
32.92%
36.52%
32.75%
35.40%
37.15%
36.10%
33.02%
32.02%
34.50%
34.81%
35.02%
36.42%
35.73%
36.46%
36.99%
35.14%
35.79%
32.91%
33.03%
32.05%
31.67%
32.31%
29.83%
32.29%
32.12%
32.73%
34.76%
33.69%
34.99%
35.24%
35.78%
38.85%
36.58%
37.90%
37.67%
39.13%
37.99%
37.28%