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State Street SPDR S&P Semiconductor ETF XSD

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Market datapartial · fetched 2026-10-23T02:58:28.455Z

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 · 2026-10-23T00:00:00.176860329Z

FundamentalsAlpha Vantage · unavailable

Share price$452.12
1D-3.0%
AH$448$453$458$464$4695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXSD
Sold putSold callAH

State Street SPDR S&P Semiconductor ETF options

Live interpolated XSD call and put midpoint premiums by absolute delta.State Street SPDR S&P Semiconductor ETF$4.41$19.00$33.59$48.19$62.78$368.34$421.97$475.61$529.24$582.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSD spot · $452.12XSD PRICE$5.99$8.02$10.26$12.62$15.48$18.67$22.15$25.86$30.62$35.66$41.46$49.34$57.61$7.92$10.48$13.18$16.02$19.29$22.19$25.75$29.73$34.36$39.12$44.47$51.24$58.58
PutsCheap0.95×
CallsExpensive1.18×
SkewBullish-0.62 pp
Implied moveBearish±$47.89
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ508.1444.6%13.7%405.3451.8%12.1%
25Δ497.8844.8%11.9%415.7651.2%10.4%
30Δ488.8145.1%10.4%425.2750.3%8.9%
35Δ480.1045.0%9.0%434.0349.3%7.5%
40Δ472.5745.8%7.9%442.1148.9%6.5%
45Δ465.0746.6%7.0%449.9747.3%5.4%
50Δ457.5647.2%6.1%457.4546.5%4.5%
55Δ449.9847.5%5.2%464.8746.0%3.8%
60Δ442.1348.8%4.6%472.4845.7%3.1%
65Δ433.9449.6%3.9%480.1045.0%2.5%
70Δ425.2150.5%3.2%488.0344.3%1.9%
75Δ414.8852.7%2.7%497.0244.1%1.4%
80Δ403.9753.6%2.1%506.4343.3%0.9%

20Δ

Calls
Pseudo strike
508.14
IV
44.6%
B/E move
13.7%
Puts
Pseudo strike
405.34
IV
51.8%
B/E move
12.1%

25Δ

Calls
Pseudo strike
497.88
IV
44.8%
B/E move
11.9%
Puts
Pseudo strike
415.76
IV
51.2%
B/E move
10.4%

30Δ

Calls
Pseudo strike
488.81
IV
45.1%
B/E move
10.4%
Puts
Pseudo strike
425.27
IV
50.3%
B/E move
8.9%

35Δ

Calls
Pseudo strike
480.10
IV
45.0%
B/E move
9.0%
Puts
Pseudo strike
434.03
IV
49.3%
B/E move
7.5%

40Δ

Calls
Pseudo strike
472.57
IV
45.8%
B/E move
7.9%
Puts
Pseudo strike
442.11
IV
48.9%
B/E move
6.5%

45Δ

Calls
Pseudo strike
465.07
IV
46.6%
B/E move
7.0%
Puts
Pseudo strike
449.97
IV
47.3%
B/E move
5.4%

50Δ

Calls
Pseudo strike
457.56
IV
47.2%
B/E move
6.1%
Puts
Pseudo strike
457.45
IV
46.5%
B/E move
4.5%

55Δ

Calls
Pseudo strike
449.98
IV
47.5%
B/E move
5.2%
Puts
Pseudo strike
464.87
IV
46.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
442.13
IV
48.8%
B/E move
4.6%
Puts
Pseudo strike
472.48
IV
45.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
433.94
IV
49.6%
B/E move
3.9%
Puts
Pseudo strike
480.10
IV
45.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
425.21
IV
50.5%
B/E move
3.2%
Puts
Pseudo strike
488.03
IV
44.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
414.88
IV
52.7%
B/E move
2.7%
Puts
Pseudo strike
497.02
IV
44.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
403.97
IV
53.6%
B/E move
2.1%
Puts
Pseudo strike
506.43
IV
43.3%
B/E move
0.9%

Options history

No recorded observations