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State Street SPDR S&P Semiconductor ETF XSD

i

Market dataready · fetched 2026-11-12T15:53:35.456Z

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: 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 · 2026-11-12T15:53:19.280245924Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:53:34.641004+00:00

Share price$458.99
1D+1.9%
$449$452$454$457$4595:30 AM6:30 AM9:00 AM1:00 PMXSD
Sold putSold call

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$2.84$12.81$22.78$32.75$42.72$375.77$412.96$450.16$487.35$524.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSD spot · $458.99XSD PRICE$3.91$5.32$6.85$8.40$10.35$12.39$14.81$17.66$20.76$24.01$28.17$33.02$39.84$5.56$7.16$9.03$10.52$12.51$14.75$17.50$20.00$23.14$26.41$29.84$33.69$38.41
PutsCheap0.74×
CallsCheap0.79×
SkewBearish+2.72 pp
Implied moveBearish±$32.32
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ492.5653.3%8.2%423.3069.8%9.0%
25Δ486.6654.4%7.2%431.6967.1%7.5%
30Δ481.0955.1%6.3%438.4766.1%6.4%
35Δ475.5454.8%5.4%445.2062.4%5.3%
40Δ470.7255.9%4.8%450.7961.2%4.5%
45Δ465.8556.4%4.2%456.0860.5%3.8%
50Δ461.0457.5%3.7%461.2360.9%3.3%
55Δ456.0859.0%3.2%466.3359.6%2.8%
60Δ450.9060.2%2.8%471.5659.4%2.3%
65Δ445.5660.6%2.3%476.8358.7%1.9%
70Δ439.6262.0%1.9%482.1057.5%1.5%
75Δ433.0863.3%1.5%487.6256.2%1.1%
80Δ424.8266.7%1.2%493.7855.2%0.8%

20Δ

Calls
Pseudo strike
492.56
IV
53.3%
B/E move
8.2%
Puts
Pseudo strike
423.30
IV
69.8%
B/E move
9.0%

25Δ

Calls
Pseudo strike
486.66
IV
54.4%
B/E move
7.2%
Puts
Pseudo strike
431.69
IV
67.1%
B/E move
7.5%

30Δ

Calls
Pseudo strike
481.09
IV
55.1%
B/E move
6.3%
Puts
Pseudo strike
438.47
IV
66.1%
B/E move
6.4%

35Δ

Calls
Pseudo strike
475.54
IV
54.8%
B/E move
5.4%
Puts
Pseudo strike
445.20
IV
62.4%
B/E move
5.3%

40Δ

Calls
Pseudo strike
470.72
IV
55.9%
B/E move
4.8%
Puts
Pseudo strike
450.79
IV
61.2%
B/E move
4.5%

45Δ

Calls
Pseudo strike
465.85
IV
56.4%
B/E move
4.2%
Puts
Pseudo strike
456.08
IV
60.5%
B/E move
3.8%

50Δ

Calls
Pseudo strike
461.04
IV
57.5%
B/E move
3.7%
Puts
Pseudo strike
461.23
IV
60.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
456.08
IV
59.0%
B/E move
3.2%
Puts
Pseudo strike
466.33
IV
59.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
450.90
IV
60.2%
B/E move
2.8%
Puts
Pseudo strike
471.56
IV
59.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
445.56
IV
60.6%
B/E move
2.3%
Puts
Pseudo strike
476.83
IV
58.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
439.62
IV
62.0%
B/E move
1.9%
Puts
Pseudo strike
482.10
IV
57.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
433.08
IV
63.3%
B/E move
1.5%
Puts
Pseudo strike
487.62
IV
56.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
424.82
IV
66.7%
B/E move
1.2%
Puts
Pseudo strike
493.78
IV
55.2%
B/E move
0.8%

Options history

IV · four-Friday blend43.99%
Daily EOD
XSD38.7%41.5%44.4%2026-10-19: 39.10%2026-10-20: 39.45%2026-10-21: 39.29%2026-10-22: 43.07%2026-10-23: 42.26%2026-10-26: 41.23%2026-10-27: 40.50%2026-10-28: 40.37%2026-10-29: 40.84%2026-10-30: 43.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.10%
39.45%
39.29%
43.07%
42.26%
41.23%
40.50%
40.37%
40.84%
43.99%