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State Street SPDR S&P Retail ETF XRT

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Market dataready · fetched 2026-10-15T20:03:28.023Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.4419684Z

FundamentalsAlpha Vantage · ready

Share price$87.82
1D+3.3%
AH$84.77$85.65$86.53$87.40$88.285:30 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$0.16$0.96$1.77$2.57$3.37$84.07$85.69$87.31$88.92$90.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $87.82OPTION PRICELive XRT spot · $87.82XRT PRICE$0.25$0.30$0.28$0.26$0.25$0.32$0.44$0.55$0.67$0.76$0.85$0.93$1.92$0.25$0.28$0.36$0.41$0.45$0.53$0.61$0.73$0.99$1.55$2.49$2.50$3.14
PutsExpensive3.37×
CallsCheap0.66×
SkewBearish+16.00 pp
Implied moveBearish±$1.05
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.7848.9%2.5%86.0447.5%2.3%
25Δ89.3746.3%2.1%86.5940.7%1.7%
30Δ88.9637.6%1.6%86.8840.0%1.5%
35Δ88.5528.9%1.1%87.1637.7%1.2%
40Δ88.1420.3%0.6%87.4434.2%0.9%
45Δ87.9119.1%0.5%87.6533.1%0.8%
50Δ87.7821.8%0.5%87.8432.7%0.7%
55Δ87.6524.5%0.4%88.0433.3%0.6%
60Δ87.5227.2%0.4%88.3338.7%0.6%
65Δ87.3726.6%0.4%88.8252.7%0.6%
70Δ87.2225.7%0.3%89.6574.3%0.7%
75Δ87.0724.7%0.2%89.8664.8%0.5%
80Δ86.0739.1%0.2%90.6369.1%0.4%

20Δ

Calls
Pseudo strike
89.78
IV
48.9%
B/E move
2.5%
Puts
Pseudo strike
86.04
IV
47.5%
B/E move
2.3%

25Δ

Calls
Pseudo strike
89.37
IV
46.3%
B/E move
2.1%
Puts
Pseudo strike
86.59
IV
40.7%
B/E move
1.7%

30Δ

Calls
Pseudo strike
88.96
IV
37.6%
B/E move
1.6%
Puts
Pseudo strike
86.88
IV
40.0%
B/E move
1.5%

35Δ

Calls
Pseudo strike
88.55
IV
28.9%
B/E move
1.1%
Puts
Pseudo strike
87.16
IV
37.7%
B/E move
1.2%

40Δ

Calls
Pseudo strike
88.14
IV
20.3%
B/E move
0.6%
Puts
Pseudo strike
87.44
IV
34.2%
B/E move
0.9%

45Δ

Calls
Pseudo strike
87.91
IV
19.1%
B/E move
0.5%
Puts
Pseudo strike
87.65
IV
33.1%
B/E move
0.8%

50Δ

Calls
Pseudo strike
87.78
IV
21.8%
B/E move
0.5%
Puts
Pseudo strike
87.84
IV
32.7%
B/E move
0.7%

55Δ

Calls
Pseudo strike
87.65
IV
24.5%
B/E move
0.4%
Puts
Pseudo strike
88.04
IV
33.3%
B/E move
0.6%

60Δ

Calls
Pseudo strike
87.52
IV
27.2%
B/E move
0.4%
Puts
Pseudo strike
88.33
IV
38.7%
B/E move
0.6%

65Δ

Calls
Pseudo strike
87.37
IV
26.6%
B/E move
0.4%
Puts
Pseudo strike
88.82
IV
52.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
87.22
IV
25.7%
B/E move
0.3%
Puts
Pseudo strike
89.65
IV
74.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
87.07
IV
24.7%
B/E move
0.2%
Puts
Pseudo strike
89.86
IV
64.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
86.07
IV
39.1%
B/E move
0.2%
Puts
Pseudo strike
90.63
IV
69.1%
B/E move
0.4%