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State Street SPDR S&P Software & Services ETF XSW

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Market datapartial · fetched 2026-10-22T18:20:49.167Z

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 · 2026-10-22T18:19:34.709153869Z

FundamentalsAlpha Vantage · unavailable

Share price$212.95
1D+0.3%
$210$211$212$213$2145:30 AM6:30 AM9:00 AM1:00 PMXSW
Sold putSold call

State Street SPDR S&P Software & Services ETF options

Live interpolated XSW call and put midpoint premiums by absolute delta.State Street SPDR S&P Software & Services ETF$1.61$5.77$9.93$14.09$18.25$185.45$197.75$210.05$222.36$234.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSW spot · $212.95XSW PRICE$2.06$2.62$3.18$3.74$4.42$5.16$6.07$7.23$8.39$10.09$11.81$13.40$14.98$4.64$5.62$6.60$7.57$8.83$10.19$11.89$13.88$17.06
PutsExpensive1.11×
CallsFair1.01×
SkewBearish+1.95 pp
Implied moveBearish±$13.65
TiltBullish3.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ233.7332.0%10.7%
25Δ229.5630.5%9.0%
30Δ225.3829.1%7.3%
35Δ221.2127.6%5.6%207.2730.5%4.8%
40Δ218.4626.8%4.7%209.6330.2%4.2%
45Δ216.2926.4%4.0%211.9830.0%3.6%
50Δ214.1726.3%3.4%214.3429.8%2.9%
55Δ212.1426.8%3.0%216.6529.7%2.4%
60Δ210.1127.3%2.6%218.9629.6%2.0%
65Δ207.6928.2%2.3%221.4929.7%1.6%
70Δ205.2629.2%1.9%224.2230.2%1.2%
75Δ202.9028.6%1.6%227.9931.8%0.9%
80Δ200.5527.8%1.2%

20Δ

Calls
Pseudo strike
233.73
IV
32.0%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
229.56
IV
30.5%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
225.38
IV
29.1%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
221.21
IV
27.6%
B/E move
5.6%
Puts
Pseudo strike
207.27
IV
30.5%
B/E move
4.8%

40Δ

Calls
Pseudo strike
218.46
IV
26.8%
B/E move
4.7%
Puts
Pseudo strike
209.63
IV
30.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
216.29
IV
26.4%
B/E move
4.0%
Puts
Pseudo strike
211.98
IV
30.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
214.17
IV
26.3%
B/E move
3.4%
Puts
Pseudo strike
214.34
IV
29.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
212.14
IV
26.8%
B/E move
3.0%
Puts
Pseudo strike
216.65
IV
29.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
210.11
IV
27.3%
B/E move
2.6%
Puts
Pseudo strike
218.96
IV
29.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
207.69
IV
28.2%
B/E move
2.3%
Puts
Pseudo strike
221.49
IV
29.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
205.26
IV
29.2%
B/E move
1.9%
Puts
Pseudo strike
224.22
IV
30.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
202.90
IV
28.6%
B/E move
1.6%
Puts
Pseudo strike
227.99
IV
31.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
200.55
IV
27.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations