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

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Market dataready · fetched 2026-10-15T20:35:15.939Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.000790966Z

FundamentalsAlpha Vantage · ready

Share price$194.89
1D-1.8%
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$1.34$2.34$3.34$4.35$187.81$191.18$194.55$197.92$201.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $194.89OPTION PRICELive XOP spot · $194.89XOP PRICE$0.45$0.56$1.55$2.03$2.51$2.74$1.37$1.66$1.96$2.23$2.50$2.76$4.06$2.05$0.66$1.42$1.92$0.99$1.17$1.34$1.86$2.49$3.44$3.44$2.85$3.45
PutsExpensive1.39×
CallsExpensive2.00×
SkewBearish+6.77 pp
Implied moveBalanced±$2.71
TiltBalanced1.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ198.4139.6%2.0%178.54197.0%9.4%
25Δ197.5237.1%1.6%192.0243.0%1.8%
30Δ199.2979.3%3.1%191.0573.5%2.7%
35Δ198.3283.3%2.8%191.7880.4%2.6%
40Δ197.3587.3%2.5%194.0733.7%0.9%
45Δ196.1581.3%2.0%194.5033.1%0.8%
50Δ194.9433.8%0.7%194.9432.5%0.7%
55Δ194.4834.9%0.6%195.5037.8%0.6%
60Δ194.0136.0%0.6%196.1444.3%0.6%
65Δ193.5735.1%0.5%197.1252.5%0.6%
70Δ193.1234.1%0.4%197.3747.9%0.5%
75Δ192.6733.1%0.3%197.1635.1%0.3%
80Δ191.3442.3%0.3%197.9834.5%0.2%

20Δ

Calls
Pseudo strike
198.41
IV
39.6%
B/E move
2.0%
Puts
Pseudo strike
178.54
IV
197.0%
B/E move
9.4%

25Δ

Calls
Pseudo strike
197.52
IV
37.1%
B/E move
1.6%
Puts
Pseudo strike
192.02
IV
43.0%
B/E move
1.8%

30Δ

Calls
Pseudo strike
199.29
IV
79.3%
B/E move
3.1%
Puts
Pseudo strike
191.05
IV
73.5%
B/E move
2.7%

35Δ

Calls
Pseudo strike
198.32
IV
83.3%
B/E move
2.8%
Puts
Pseudo strike
191.78
IV
80.4%
B/E move
2.6%

40Δ

Calls
Pseudo strike
197.35
IV
87.3%
B/E move
2.5%
Puts
Pseudo strike
194.07
IV
33.7%
B/E move
0.9%

45Δ

Calls
Pseudo strike
196.15
IV
81.3%
B/E move
2.0%
Puts
Pseudo strike
194.50
IV
33.1%
B/E move
0.8%

50Δ

Calls
Pseudo strike
194.94
IV
33.8%
B/E move
0.7%
Puts
Pseudo strike
194.94
IV
32.5%
B/E move
0.7%

55Δ

Calls
Pseudo strike
194.48
IV
34.9%
B/E move
0.6%
Puts
Pseudo strike
195.50
IV
37.8%
B/E move
0.6%

60Δ

Calls
Pseudo strike
194.01
IV
36.0%
B/E move
0.6%
Puts
Pseudo strike
196.14
IV
44.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
193.57
IV
35.1%
B/E move
0.5%
Puts
Pseudo strike
197.12
IV
52.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
193.12
IV
34.1%
B/E move
0.4%
Puts
Pseudo strike
197.37
IV
47.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
192.67
IV
33.1%
B/E move
0.3%
Puts
Pseudo strike
197.16
IV
35.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
191.34
IV
42.3%
B/E move
0.3%
Puts
Pseudo strike
197.98
IV
34.5%
B/E move
0.2%