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State Street SPDR S&P Pharmaceuticals ETF XPH

i

Market dataready · fetched 2026-11-12T02:59:07.589Z

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: 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 · 2026-11-12T01:00:00.126044764Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:59:07.243462+00:00

Share price$68.82
1D+0.2%
AH$67.77$68.06$68.34$68.63$68.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXPH
Sold putSold callAH

State Street SPDR S&P Pharmaceuticals ETF options

Live interpolated XPH call and put midpoint premiums by absolute delta.State Street SPDR S&P Pharmaceuticals ETF$0.80$1.96$3.13$4.30$5.46$59.99$63.57$67.15$70.73$74.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XPH spot · $68.82XPH PRICE$0.93$0.96$1.04$1.12$1.20$1.28$1.38$1.47$1.57$1.70$1.82$1.95$0.95$1.02$1.08$1.18$1.27$1.43$1.60$1.90$2.20$2.55$2.97$3.90$5.13
PutsExpensive1.45×
Calls——
Skew——
Implied moveBearish±$2.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.8875.3%10.0%
25Δ73.7761.1%8.5%64.9261.1%7.2%
30Δ71.9149.1%5.9%66.2851.1%5.3%
35Δ70.8643.0%4.5%67.2045.2%4.1%
40Δ70.0638.1%3.4%67.9440.3%3.1%
45Δ69.5034.5%2.7%68.4837.9%2.6%
50Δ68.9831.1%2.1%69.0035.8%2.1%
55Δ68.6328.8%1.7%69.5036.1%1.8%
60Δ68.2826.5%1.4%70.0136.4%1.5%
65Δ67.9524.4%1.0%70.5436.2%1.2%
70Δ67.7022.7%0.8%71.1336.6%1.0%
75Δ67.4521.0%0.7%72.1541.5%0.8%
80Δ67.2019.4%0.5%73.4846.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.88
IV
75.3%
B/E move
10.0%

25Δ

Calls
Pseudo strike
73.77
IV
61.1%
B/E move
8.5%
Puts
Pseudo strike
64.92
IV
61.1%
B/E move
7.2%

30Δ

Calls
Pseudo strike
71.91
IV
49.1%
B/E move
5.9%
Puts
Pseudo strike
66.28
IV
51.1%
B/E move
5.3%

35Δ

Calls
Pseudo strike
70.86
IV
43.0%
B/E move
4.5%
Puts
Pseudo strike
67.20
IV
45.2%
B/E move
4.1%

40Δ

Calls
Pseudo strike
70.06
IV
38.1%
B/E move
3.4%
Puts
Pseudo strike
67.94
IV
40.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
69.50
IV
34.5%
B/E move
2.7%
Puts
Pseudo strike
68.48
IV
37.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
68.98
IV
31.1%
B/E move
2.1%
Puts
Pseudo strike
69.00
IV
35.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
68.63
IV
28.8%
B/E move
1.7%
Puts
Pseudo strike
69.50
IV
36.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
68.28
IV
26.5%
B/E move
1.4%
Puts
Pseudo strike
70.01
IV
36.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
67.95
IV
24.4%
B/E move
1.0%
Puts
Pseudo strike
70.54
IV
36.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
67.70
IV
22.7%
B/E move
0.8%
Puts
Pseudo strike
71.13
IV
36.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
67.45
IV
21.0%
B/E move
0.7%
Puts
Pseudo strike
72.15
IV
41.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
67.20
IV
19.4%
B/E move
0.5%
Puts
Pseudo strike
73.48
IV
46.6%
B/E move
0.7%

Options history

IV · four-Friday blend26.48%
Daily EOD
XPH24.9%26.2%27.5%2026-10-19: 25.23%2026-10-20: 25.11%2026-10-21: 26.12%2026-10-22: 25.70%2026-10-23: 26.78%2026-10-26: 26.56%2026-10-27: 26.77%2026-10-28: 27.32%2026-10-29: 25.21%2026-10-30: 26.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.23%
25.11%
26.12%
25.70%
26.78%
26.56%
26.77%
27.32%
25.21%
26.48%