IntraAlpha
Create free account Start free

State Street SPDR S&P Retail ETF XRT

i

Market dataready · fetched 2026-10-15T20:34:01.267Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:29:49.150312145Z

FundamentalsAlpha Vantage · ready

Share price$87.98
1D+3.5%
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$1.25$2.34$3.43$4.53$83.78$85.52$87.27$89.02$90.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $87.98OPTION PRICELive XRT spot · $87.98XRT PRICE$0.91$0.29$0.28$0.30$0.31$0.33$0.35$0.44$0.53$0.62$0.84$1.64$1.44$0.28$0.33$0.40$1.86$0.98$1.63$0.69$2.05$1.49$2.53$2.54$3.11$4.21
PutsExpensive5.61×
CallsCheap0.91×
SkewBearish+35.38 pp
Implied moveBearish±$1.04
TiltBearish45.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.74207.9%13.3%85.6757.8%2.9%
25Δ89.3944.0%1.9%86.3450.0%2.2%
30Δ88.8833.8%1.3%86.9844.5%1.6%
35Δ88.6630.0%1.1%85.94154.1%4.4%
40Δ88.4426.2%0.9%87.1874.0%2.0%
45Δ88.2122.4%0.6%87.20110.8%2.7%
50Δ87.9918.8%0.4%88.0237.3%0.7%
55Δ87.8619.7%0.4%88.7389.2%1.5%
60Δ87.7320.5%0.3%88.6760.7%0.9%
65Δ87.6121.3%0.3%89.6086.2%1.0%
70Δ87.3725.4%0.3%89.8775.5%0.7%
75Δ86.6543.8%0.3%90.5977.3%0.6%
80Δ86.7534.7%0.2%91.7591.0%0.5%

20Δ

Calls
Pseudo strike
98.74
IV
207.9%
B/E move
13.3%
Puts
Pseudo strike
85.67
IV
57.8%
B/E move
2.9%

25Δ

Calls
Pseudo strike
89.39
IV
44.0%
B/E move
1.9%
Puts
Pseudo strike
86.34
IV
50.0%
B/E move
2.2%

30Δ

Calls
Pseudo strike
88.88
IV
33.8%
B/E move
1.3%
Puts
Pseudo strike
86.98
IV
44.5%
B/E move
1.6%

35Δ

Calls
Pseudo strike
88.66
IV
30.0%
B/E move
1.1%
Puts
Pseudo strike
85.94
IV
154.1%
B/E move
4.4%

40Δ

Calls
Pseudo strike
88.44
IV
26.2%
B/E move
0.9%
Puts
Pseudo strike
87.18
IV
74.0%
B/E move
2.0%

45Δ

Calls
Pseudo strike
88.21
IV
22.4%
B/E move
0.6%
Puts
Pseudo strike
87.20
IV
110.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
87.99
IV
18.8%
B/E move
0.4%
Puts
Pseudo strike
88.02
IV
37.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
87.86
IV
19.7%
B/E move
0.4%
Puts
Pseudo strike
88.73
IV
89.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
87.73
IV
20.5%
B/E move
0.3%
Puts
Pseudo strike
88.67
IV
60.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
87.61
IV
21.3%
B/E move
0.3%
Puts
Pseudo strike
89.60
IV
86.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
87.37
IV
25.4%
B/E move
0.3%
Puts
Pseudo strike
89.87
IV
75.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
86.65
IV
43.8%
B/E move
0.3%
Puts
Pseudo strike
90.59
IV
77.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
86.75
IV
34.7%
B/E move
0.2%
Puts
Pseudo strike
91.75
IV
91.0%
B/E move
0.5%