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State Street SPDR S&P Telecom ETF XTL

i

Market dataready · fetched 2026-11-12T01:27:33.062Z

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 · 2026-11-12T01:00:00.103385735Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:27:32.665918+00:00

Share price$188.76
1D+0.3%
AH$186$187$188$190$1915:30 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$0.75$3.16$5.56$7.97$10.37$164.69$175.41$186.12$196.83$207.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XTL spot · $188.76XTL PRICE$1.01$1.23$1.65$2.05$2.50$2.96$3.58$4.25$4.76$5.70$6.41$8.27$9.68$1.31$1.81$2.17$2.54$2.97$3.41$3.95$4.69$5.25$5.96$6.63$7.37
Puts——
CallsCheap0.63×
Skew——
Implied moveBullish±$6.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ197.2231.7%5.0%179.8838.6%5.4%
25Δ194.9328.7%3.9%
30Δ193.8629.8%3.6%184.3531.3%3.3%
35Δ192.6229.9%3.1%185.7130.3%2.8%
40Δ191.4530.3%2.7%186.9529.2%2.3%
45Δ190.2930.3%2.4%188.0428.6%2.0%
50Δ189.1631.1%2.1%189.1228.0%1.6%
55Δ187.9931.9%1.8%190.1727.8%1.3%
60Δ186.8530.8%1.5%191.2828.5%1.1%
65Δ185.5432.0%1.3%192.3127.6%0.9%
70Δ184.3531.3%1.1%193.4027.2%0.7%
75Δ182.2735.3%0.9%194.4326.2%0.5%
80Δ180.4735.9%0.7%195.5025.2%0.3%

20Δ

Calls
Pseudo strike
197.22
IV
31.7%
B/E move
5.0%
Puts
Pseudo strike
179.88
IV
38.6%
B/E move
5.4%

25Δ

Calls
Pseudo strike
194.93
IV
28.7%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
193.86
IV
29.8%
B/E move
3.6%
Puts
Pseudo strike
184.35
IV
31.3%
B/E move
3.3%

35Δ

Calls
Pseudo strike
192.62
IV
29.9%
B/E move
3.1%
Puts
Pseudo strike
185.71
IV
30.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
191.45
IV
30.3%
B/E move
2.7%
Puts
Pseudo strike
186.95
IV
29.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
190.29
IV
30.3%
B/E move
2.4%
Puts
Pseudo strike
188.04
IV
28.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
189.16
IV
31.1%
B/E move
2.1%
Puts
Pseudo strike
189.12
IV
28.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
187.99
IV
31.9%
B/E move
1.8%
Puts
Pseudo strike
190.17
IV
27.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
186.85
IV
30.8%
B/E move
1.5%
Puts
Pseudo strike
191.28
IV
28.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
185.54
IV
32.0%
B/E move
1.3%
Puts
Pseudo strike
192.31
IV
27.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
184.35
IV
31.3%
B/E move
1.1%
Puts
Pseudo strike
193.40
IV
27.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
182.27
IV
35.3%
B/E move
0.9%
Puts
Pseudo strike
194.43
IV
26.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
180.47
IV
35.9%
B/E move
0.7%
Puts
Pseudo strike
195.50
IV
25.2%
B/E move
0.3%

Options history

IV · four-Friday blend31.84%
Daily EOD
XTL27.3%29.8%32.2%2026-10-19: 27.90%2026-10-20: 27.94%2026-10-21: 27.93%2026-10-22: 29.65%2026-10-23: 30.33%2026-10-26: 29.36%2026-10-27: 28.21%2026-10-28: 27.88%2026-10-29: 27.68%2026-10-30: 31.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.90%
27.94%
27.93%
29.65%
30.33%
29.36%
28.21%
27.88%
27.68%
31.84%