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State Street SPDR S&P Telecom ETF XTL

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Market dataready · fetched 2026-10-24T04:23:29.357Z

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 · 2026-10-24T00:00:00.108246841Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:23:29.176722+00:00

Share price$185.66
1D+1.2%
AH$183.33$184.08$184.83$185.58$186.335:30 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$1.12$4.52$7.92$11.31$14.71$164.76$178.84$192.91$206.98$221.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XTL spot · $185.66XTL PRICE$1.49$1.97$2.58$3.23$4.01$4.97$6.24$7.55$8.94$10.84$5.33$6.00$6.86$7.74$8.60$9.68$10.61$11.98$13.73
PutsFair1.02×
CallsExpensive1.23×
SkewBullish-0.64 pp
Implied moveBearish±$13.09
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ198.8727.0%7.9%
25Δ196.2427.1%6.8%
30Δ194.3327.9%6.1%
35Δ192.3928.3%5.4%
40Δ190.5729.1%4.8%182.5835.0%4.5%
45Δ188.7730.4%4.4%184.8533.1%3.7%
50Δ186.9432.7%4.0%186.9132.2%3.0%
55Δ184.8334.1%3.6%188.8731.2%2.4%
60Δ182.5835.0%3.2%190.7029.9%1.9%
65Δ180.0137.1%2.8%192.5729.1%1.5%
70Δ194.2727.7%1.1%
75Δ196.2327.1%0.8%
80Δ198.5126.8%0.5%

20Δ

Calls
Pseudo strike
198.87
IV
27.0%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
196.24
IV
27.1%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
194.33
IV
27.9%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
192.39
IV
28.3%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
190.57
IV
29.1%
B/E move
4.8%
Puts
Pseudo strike
182.58
IV
35.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
188.77
IV
30.4%
B/E move
4.4%
Puts
Pseudo strike
184.85
IV
33.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
186.94
IV
32.7%
B/E move
4.0%
Puts
Pseudo strike
186.91
IV
32.2%
B/E move
3.0%

55Δ

Calls
Pseudo strike
184.83
IV
34.1%
B/E move
3.6%
Puts
Pseudo strike
188.87
IV
31.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
182.58
IV
35.0%
B/E move
3.2%
Puts
Pseudo strike
190.70
IV
29.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
180.01
IV
37.1%
B/E move
2.8%
Puts
Pseudo strike
192.57
IV
29.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
194.27
IV
27.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
196.23
IV
27.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
198.51
IV
26.8%
B/E move
0.5%

Options history

No recorded observations