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State Street SPDR S&P Telecom ETF XTL

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Market dataready · fetched 2026-10-22T23:44:03.280Z

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 · 2026-10-22T22:30:00.003935494Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:44:02.852689+00:00

Share price$185.00
1D-1.0%
AH$183.45$184.39$185.33$186.26$187.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXTL
Sold putSold callAH

State Street SPDR S&P Telecom ETF options

Live interpolated XTL call and put midpoint premiums by absolute delta.State Street SPDR S&P Telecom ETF$1.11$5.07$9.03$12.99$16.95$163.57$177.97$192.38$206.78$221.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XTL spot · $185.00XTL PRICE$1.54$2.09$2.71$3.22$3.95$4.74$5.74$6.82$6.00$6.96$8.15$9.37$9.76$12.35$12.97$15.80
PutsFair1.04×
CallsExpensive1.12×
SkewBearish+2.31 pp
Implied moveBearish±$12.70
TiltBearish45.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ198.7427.5%8.3%
25Δ196.2727.8%7.2%
30Δ194.1728.4%6.4%
35Δ191.6927.2%5.4%
40Δ189.8827.8%4.8%
45Δ188.0228.1%4.2%184.2332.1%3.7%
50Δ186.2029.0%3.8%186.3231.6%3.0%
55Δ184.2829.7%3.3%188.4231.6%2.6%
60Δ190.5331.4%2.1%
65Δ192.0128.4%1.5%
70Δ195.0231.0%1.3%
75Δ196.4728.3%0.8%
80Δ199.7729.6%0.6%

20Δ

Calls
Pseudo strike
198.74
IV
27.5%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
196.27
IV
27.8%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
194.17
IV
28.4%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
191.69
IV
27.2%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
189.88
IV
27.8%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
188.02
IV
28.1%
B/E move
4.2%
Puts
Pseudo strike
184.23
IV
32.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
186.20
IV
29.0%
B/E move
3.8%
Puts
Pseudo strike
186.32
IV
31.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
184.28
IV
29.7%
B/E move
3.3%
Puts
Pseudo strike
188.42
IV
31.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
190.53
IV
31.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
192.01
IV
28.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
195.02
IV
31.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
196.47
IV
28.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
199.77
IV
29.6%
B/E move
0.6%

Options history

No recorded observations