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State Street SPDR S&P Retail ETF XRT

i

Market dataready · fetched 2026-11-07T03:12:59.236Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.009704296Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T03:12:59.327334+00:00

Share price$89.50
1D-0.4%
AH$89.29$89.73$90.16$90.60$91.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRT
Sold putSold callAH

State Street SPDR S&P Retail ETF options

Live interpolated XRT call and put midpoint premiums by absolute delta.State Street SPDR S&P Retail ETF$0.90$1.63$2.36$3.09$3.82$83.41$86.49$89.56$92.63$95.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XRT spot · $89.50XRT PRICE$0.98$1.21$1.34$1.48$1.48$1.77$1.93$2.11$2.32$2.89$3.21$3.61$1.10$1.17$1.28$1.41$1.18$1.57$1.82$1.94$2.08$2.29$2.65$3.02$3.43
PutsExpensive1.52×
Calls——
Skew——
Implied moveBalanced±$3.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.5076.7%9.0%
25Δ94.2553.4%6.4%84.9361.9%6.4%
30Δ93.3754.3%5.7%86.4753.1%4.8%
35Δ92.0748.4%4.4%87.5647.3%3.7%
40Δ91.1244.2%3.5%88.6832.8%2.2%
45Δ90.2336.7%2.5%89.1336.8%2.2%
50Δ89.7037.8%2.2%89.6836.4%1.8%
55Δ89.1535.2%1.8%90.1733.4%1.4%
60Δ88.6532.8%1.4%90.6030.7%1.1%
65Δ88.1831.0%1.1%91.0328.9%0.8%
70Δ87.4933.8%1.0%91.5429.0%0.7%
75Δ86.9732.5%0.8%92.0728.6%0.5%
80Δ86.4031.7%0.6%92.6128.0%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.50
IV
76.7%
B/E move
9.0%

25Δ

Calls
Pseudo strike
94.25
IV
53.4%
B/E move
6.4%
Puts
Pseudo strike
84.93
IV
61.9%
B/E move
6.4%

30Δ

Calls
Pseudo strike
93.37
IV
54.3%
B/E move
5.7%
Puts
Pseudo strike
86.47
IV
53.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
92.07
IV
48.4%
B/E move
4.4%
Puts
Pseudo strike
87.56
IV
47.3%
B/E move
3.7%

40Δ

Calls
Pseudo strike
91.12
IV
44.2%
B/E move
3.5%
Puts
Pseudo strike
88.68
IV
32.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
90.23
IV
36.7%
B/E move
2.5%
Puts
Pseudo strike
89.13
IV
36.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
89.70
IV
37.8%
B/E move
2.2%
Puts
Pseudo strike
89.68
IV
36.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
89.15
IV
35.2%
B/E move
1.8%
Puts
Pseudo strike
90.17
IV
33.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
88.65
IV
32.8%
B/E move
1.4%
Puts
Pseudo strike
90.60
IV
30.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
88.18
IV
31.0%
B/E move
1.1%
Puts
Pseudo strike
91.03
IV
28.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
87.49
IV
33.8%
B/E move
1.0%
Puts
Pseudo strike
91.54
IV
29.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
86.97
IV
32.5%
B/E move
0.8%
Puts
Pseudo strike
92.07
IV
28.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
86.40
IV
31.7%
B/E move
0.6%
Puts
Pseudo strike
92.61
IV
28.0%
B/E move
0.3%

Options history

IV · four-Friday blend25.10%
Daily close
XRT20.3%27.3%34.2%2026-08-10: 26.18%2026-08-11: 27.32%2026-08-12: 27.29%2026-08-13: 28.03%2026-08-14: 21.60%2026-08-17: 22.54%2026-08-18: 25.09%2026-08-19: 24.79%2026-08-20: 24.74%2026-08-21: 21.22%2026-08-24: 24.80%2026-08-25: 24.45%2026-08-26: 23.84%2026-08-27: 25.37%2026-08-28: 21.66%2026-08-31: 22.59%2026-09-01: 24.11%2026-09-02: 23.93%2026-09-03: 24.25%2026-09-04: 21.68%2026-09-08: 23.58%2026-09-09: 22.74%2026-09-10: 26.73%2026-09-11: 22.44%2026-09-14: 23.76%2026-09-15: 26.55%2026-09-16: 24.74%2026-09-17: 22.69%2026-09-18: 21.67%2026-09-21: 23.28%2026-09-22: 22.40%2026-09-23: 25.07%2026-09-24: 26.36%2026-09-25: 23.36%2026-09-28: 25.69%2026-09-29: 25.24%2026-09-30: 25.09%2026-10-01: 28.32%2026-10-02: 23.68%2026-10-05: 21.73%2026-10-06: 21.98%2026-10-07: 24.29%2026-10-08: 23.84%2026-10-09: 21.68%2026-10-12: 22.03%2026-10-13: 22.63%2026-10-14: 23.24%2026-10-15: 24.95%2026-10-16: 23.76%2026-10-19: 24.50%2026-10-20: 24.76%2026-10-21: 24.30%2026-10-22: 31.99%2026-10-23: 25.55%2026-10-26: 26.86%2026-10-27: 26.79%2026-10-28: 33.28%2026-10-29: 28.17%2026-10-30: 25.10%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
26.18%
27.32%
27.29%
28.03%
21.60%
22.54%
25.09%
24.79%
24.74%
21.22%
24.80%
24.45%
23.84%
25.37%
21.66%
22.59%
24.11%
23.93%
24.25%
21.68%
23.58%
22.74%
26.73%
22.44%
23.76%
26.55%
24.74%
22.69%
21.67%
23.28%
22.40%
25.07%
26.36%
23.36%
25.69%
25.24%
25.09%
28.32%
23.68%
21.73%
21.98%
24.29%
23.84%
21.68%
22.03%
22.63%
23.24%
24.95%
23.76%
24.50%
24.76%
24.30%
31.99%
25.55%
26.86%
26.79%
33.28%
28.17%
25.10%