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State Street SPDR S&P Pharmaceuticals ETF XPH

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Market datapartial · fetched 2026-10-23T03:01:44.137Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.139183636Z

FundamentalsAlpha Vantage · unavailable

Share price$64.28
1D+0.3%
AH$64.00$64.26$64.53$64.79$65.055:30 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$1.01$2.05$3.09$4.12$5.16$57.54$61.08$64.63$68.18$71.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XPH spot · $64.28XPH PRICE$1.13$1.18$1.30$1.45$1.60$1.76$1.94$2.16$2.46$2.86$3.49$3.87$4.44$1.28$1.40$1.52$1.68$1.86$1.99$2.23$2.66$3.07$3.50$4.00$4.86
PutsExpensive1.11×
CallsExpensive1.25×
SkewBullish-3.90 pp
Implied moveBalanced±$3.93
TiltBalanced0.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.4960.4%19.2%
25Δ71.0646.6%12.4%59.6744.8%9.2%
30Δ68.9740.4%9.3%61.2938.5%6.8%
35Δ67.4336.0%7.2%62.4433.9%5.2%
40Δ66.3332.8%5.7%63.3231.1%4.1%
45Δ65.4630.3%4.6%64.0529.0%3.2%
50Δ64.7228.3%3.7%64.6326.5%2.5%
55Δ64.0626.9%3.0%65.2325.1%2.0%
60Δ63.4526.4%2.5%65.8625.8%1.7%
65Δ62.8026.7%2.1%66.4925.8%1.3%
70Δ62.0128.6%1.9%67.1425.5%1.0%
75Δ61.3927.4%1.5%67.8325.3%0.7%
80Δ60.6027.2%1.2%68.8426.3%0.5%

20Δ

Calls
Pseudo strike
75.49
IV
60.4%
B/E move
19.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
71.06
IV
46.6%
B/E move
12.4%
Puts
Pseudo strike
59.67
IV
44.8%
B/E move
9.2%

30Δ

Calls
Pseudo strike
68.97
IV
40.4%
B/E move
9.3%
Puts
Pseudo strike
61.29
IV
38.5%
B/E move
6.8%

35Δ

Calls
Pseudo strike
67.43
IV
36.0%
B/E move
7.2%
Puts
Pseudo strike
62.44
IV
33.9%
B/E move
5.2%

40Δ

Calls
Pseudo strike
66.33
IV
32.8%
B/E move
5.7%
Puts
Pseudo strike
63.32
IV
31.1%
B/E move
4.1%

45Δ

Calls
Pseudo strike
65.46
IV
30.3%
B/E move
4.6%
Puts
Pseudo strike
64.05
IV
29.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
64.72
IV
28.3%
B/E move
3.7%
Puts
Pseudo strike
64.63
IV
26.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
64.06
IV
26.9%
B/E move
3.0%
Puts
Pseudo strike
65.23
IV
25.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
63.45
IV
26.4%
B/E move
2.5%
Puts
Pseudo strike
65.86
IV
25.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
62.80
IV
26.7%
B/E move
2.1%
Puts
Pseudo strike
66.49
IV
25.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
62.01
IV
28.6%
B/E move
1.9%
Puts
Pseudo strike
67.14
IV
25.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
61.39
IV
27.4%
B/E move
1.5%
Puts
Pseudo strike
67.83
IV
25.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
60.60
IV
27.2%
B/E move
1.2%
Puts
Pseudo strike
68.84
IV
26.3%
B/E move
0.5%

Options history

No recorded observations