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State Street SPDR S&P Software & Services ETF XSW

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Market dataready · fetched 2026-10-22T21:28:32.559Z

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 · 2026-10-22T20:10:00.003166596Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:28:30.485411+00:00

Share price$213.56
1D+0.6%
AH$210$211$212$213$2145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXSW
Sold putSold callAH

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$1.14$7.11$13.08$19.05$25.02$185.39$197.85$210.30$222.76$235.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XSW spot · $213.56XSW PRICE$1.78$2.32$2.93$3.59$4.30$5.04$5.84$6.96$8.09$9.62$11.43$13.10$14.65$2.40$3.06$3.74$4.64$5.57$6.72$7.88$9.31$10.74$12.81$15.18$18.52$23.30
PutsExpensive1.21×
CallsCheap0.95×
SkewBearish+5.75 pp
Implied moveBearish±$13.71
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ229.4927.5%8.3%198.4734.2%8.2%
25Δ226.1526.7%7.0%202.0832.6%6.8%
30Δ223.4526.4%6.0%205.3831.0%5.6%
35Δ221.0926.2%5.2%207.8830.9%4.8%
40Δ218.8926.0%4.5%210.3630.8%4.1%
45Δ216.8225.6%3.9%212.7030.9%3.6%
50Δ214.7625.3%3.3%215.0531.0%3.0%
55Δ212.7925.7%2.9%217.4731.1%2.5%
60Δ210.8126.0%2.5%219.8931.1%2.1%
65Δ208.5626.8%2.2%222.7531.8%1.7%
70Δ206.1027.9%1.9%225.8732.7%1.3%
75Δ203.7527.9%1.5%229.8434.5%1.0%
80Δ201.4626.9%1.2%235.2237.1%0.8%

20Δ

Calls
Pseudo strike
229.49
IV
27.5%
B/E move
8.3%
Puts
Pseudo strike
198.47
IV
34.2%
B/E move
8.2%

25Δ

Calls
Pseudo strike
226.15
IV
26.7%
B/E move
7.0%
Puts
Pseudo strike
202.08
IV
32.6%
B/E move
6.8%

30Δ

Calls
Pseudo strike
223.45
IV
26.4%
B/E move
6.0%
Puts
Pseudo strike
205.38
IV
31.0%
B/E move
5.6%

35Δ

Calls
Pseudo strike
221.09
IV
26.2%
B/E move
5.2%
Puts
Pseudo strike
207.88
IV
30.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
218.89
IV
26.0%
B/E move
4.5%
Puts
Pseudo strike
210.36
IV
30.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
216.82
IV
25.6%
B/E move
3.9%
Puts
Pseudo strike
212.70
IV
30.9%
B/E move
3.6%

50Δ

Calls
Pseudo strike
214.76
IV
25.3%
B/E move
3.3%
Puts
Pseudo strike
215.05
IV
31.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
212.79
IV
25.7%
B/E move
2.9%
Puts
Pseudo strike
217.47
IV
31.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
210.81
IV
26.0%
B/E move
2.5%
Puts
Pseudo strike
219.89
IV
31.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
208.56
IV
26.8%
B/E move
2.2%
Puts
Pseudo strike
222.75
IV
31.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
206.10
IV
27.9%
B/E move
1.9%
Puts
Pseudo strike
225.87
IV
32.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
203.75
IV
27.9%
B/E move
1.5%
Puts
Pseudo strike
229.84
IV
34.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
201.46
IV
26.9%
B/E move
1.2%
Puts
Pseudo strike
235.22
IV
37.1%
B/E move
0.8%

Options history

No recorded observations