IntraAlpha
Create free account Start free

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

i

Market dataready · fetched 2026-10-20T06:06:55.362Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T00:00:00.023654194Z

FundamentalsAlpha Vantage · ready

Share price$199.47
1D+0.8%
AH$198$199$200$201$2025:30 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$1.55$6.24$10.93$15.61$20.30$172.27$185.43$198.59$211.75$224.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XOP spot · $199.47XOP PRICE$2.06$2.79$3.56$4.36$5.43$6.45$7.46$8.55$10.59$11.84$13.89$15.81$18.47$2.35$3.23$3.95$4.87$5.80$6.56$8.12$9.57$11.32$13.00$14.64$16.13$18.95
PutsExpensive1.21×
CallsExpensive1.22×
SkewBullish-1.57 pp
Implied moveBearish±$15.58
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ218.1033.1%10.4%184.8134.5%8.5%
25Δ214.9233.8%9.1%187.7135.3%7.5%
30Δ211.8033.8%8.0%190.9833.8%6.2%
35Δ208.7933.5%6.9%193.6333.7%5.4%
40Δ206.3434.6%6.2%196.2133.1%4.5%
45Δ203.7634.7%5.4%198.6731.4%3.7%
50Δ201.1334.1%4.6%201.0632.8%3.3%
55Δ198.6333.6%3.9%203.5333.1%2.8%
60Δ195.9436.3%3.5%206.1933.7%2.3%
65Δ193.3835.2%2.9%208.8033.5%1.8%
70Δ190.4636.1%2.4%211.3632.7%1.4%
75Δ187.5635.8%2.0%213.6931.3%1.0%
80Δ184.0936.4%1.6%217.1831.6%0.6%

20Δ

Calls
Pseudo strike
218.10
IV
33.1%
B/E move
10.4%
Puts
Pseudo strike
184.81
IV
34.5%
B/E move
8.5%

25Δ

Calls
Pseudo strike
214.92
IV
33.8%
B/E move
9.1%
Puts
Pseudo strike
187.71
IV
35.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
211.80
IV
33.8%
B/E move
8.0%
Puts
Pseudo strike
190.98
IV
33.8%
B/E move
6.2%

35Δ

Calls
Pseudo strike
208.79
IV
33.5%
B/E move
6.9%
Puts
Pseudo strike
193.63
IV
33.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
206.34
IV
34.6%
B/E move
6.2%
Puts
Pseudo strike
196.21
IV
33.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
203.76
IV
34.7%
B/E move
5.4%
Puts
Pseudo strike
198.67
IV
31.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
201.13
IV
34.1%
B/E move
4.6%
Puts
Pseudo strike
201.06
IV
32.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
198.63
IV
33.6%
B/E move
3.9%
Puts
Pseudo strike
203.53
IV
33.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
195.94
IV
36.3%
B/E move
3.5%
Puts
Pseudo strike
206.19
IV
33.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
193.38
IV
35.2%
B/E move
2.9%
Puts
Pseudo strike
208.80
IV
33.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
190.46
IV
36.1%
B/E move
2.4%
Puts
Pseudo strike
211.36
IV
32.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
187.56
IV
35.8%
B/E move
2.0%
Puts
Pseudo strike
213.69
IV
31.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
184.09
IV
36.4%
B/E move
1.6%
Puts
Pseudo strike
217.18
IV
31.6%
B/E move
0.6%

Options history

XOP32.9332.9632.992026-10-19T20:04:16.681000+00:00: 32.96%Oct 19Oct 19
Table
ObservationIVSkewImplied move
32.96%1.58 pp7.81%