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

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Market dataready · fetched 2026-10-15T20:03:47.429Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.240359251Z

FundamentalsAlpha Vantage · ready

Share price$194.89
1D-1.7%
AH$194$195$196$197$1995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXOP
Sold putSold callAH

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$0.34$1.38$2.43$3.48$4.53$189.45$192.04$194.64$197.23$199.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $194.89OPTION PRICELive XOP spot · $194.89XOP PRICE$0.45$0.56$0.74$0.88$1.03$1.19$1.38$1.74$2.11$2.61$2.98$3.23$4.23$0.53$0.64$0.84$1.04$1.22$1.54$1.90$2.08$2.27$3.20$3.35$3.66$4.13
PutsExpensive1.07×
CallsExpensive1.53×
SkewBearish+5.25 pp
Implied moveBearish±$3.27
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ198.4139.6%2.0%191.0346.2%2.3%
25Δ197.5237.1%1.6%192.1241.5%1.7%
30Δ197.0138.3%1.5%192.6842.8%1.6%
35Δ196.4337.0%1.2%193.2842.5%1.4%
40Δ195.8835.8%1.0%193.8841.4%1.1%
45Δ195.4134.7%0.9%194.4343.2%1.0%
50Δ194.9334.1%0.7%194.9745.8%0.9%
55Δ194.4536.5%0.7%195.4943.3%0.8%
60Δ193.9438.8%0.6%196.0140.8%0.6%
65Δ193.3141.4%0.5%196.9449.5%0.6%
70Δ192.7541.6%0.4%197.3945.2%0.4%
75Δ192.2839.1%0.3%197.9342.8%0.3%
80Δ191.1944.3%0.3%198.5741.4%0.2%

20Δ

Calls
Pseudo strike
198.41
IV
39.6%
B/E move
2.0%
Puts
Pseudo strike
191.03
IV
46.2%
B/E move
2.3%

25Δ

Calls
Pseudo strike
197.52
IV
37.1%
B/E move
1.6%
Puts
Pseudo strike
192.12
IV
41.5%
B/E move
1.7%

30Δ

Calls
Pseudo strike
197.01
IV
38.3%
B/E move
1.5%
Puts
Pseudo strike
192.68
IV
42.8%
B/E move
1.6%

35Δ

Calls
Pseudo strike
196.43
IV
37.0%
B/E move
1.2%
Puts
Pseudo strike
193.28
IV
42.5%
B/E move
1.4%

40Δ

Calls
Pseudo strike
195.88
IV
35.8%
B/E move
1.0%
Puts
Pseudo strike
193.88
IV
41.4%
B/E move
1.1%

45Δ

Calls
Pseudo strike
195.41
IV
34.7%
B/E move
0.9%
Puts
Pseudo strike
194.43
IV
43.2%
B/E move
1.0%

50Δ

Calls
Pseudo strike
194.93
IV
34.1%
B/E move
0.7%
Puts
Pseudo strike
194.97
IV
45.8%
B/E move
0.9%

55Δ

Calls
Pseudo strike
194.45
IV
36.5%
B/E move
0.7%
Puts
Pseudo strike
195.49
IV
43.3%
B/E move
0.8%

60Δ

Calls
Pseudo strike
193.94
IV
38.8%
B/E move
0.6%
Puts
Pseudo strike
196.01
IV
40.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
193.31
IV
41.4%
B/E move
0.5%
Puts
Pseudo strike
196.94
IV
49.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
192.75
IV
41.6%
B/E move
0.4%
Puts
Pseudo strike
197.39
IV
45.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
192.28
IV
39.1%
B/E move
0.3%
Puts
Pseudo strike
197.93
IV
42.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
191.19
IV
44.3%
B/E move
0.3%
Puts
Pseudo strike
198.57
IV
41.4%
B/E move
0.2%