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State Street SPDR S&P Transportation ETF XTN

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Market datapartial · fetched 2026-10-22T23:45:28.074Z

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 · 2026-10-22T22:30:00.003870265Z

FundamentalsAlpha Vantage · unavailable

Share price$99.49
1D+2.0%
AH$97.32$98.03$98.74$99.45$100.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXTN
Sold putSold callAH

State Street SPDR S&P Transportation ETF options

Live interpolated XTN call and put midpoint premiums by absolute delta.State Street SPDR S&P Transportation ETF$0.71$2.52$4.32$6.12$7.92$89.58$94.25$98.93$103.60$108.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XTN spot · $99.49XTN PRICE$0.91$1.02$1.15$1.31$1.54$1.80$2.06$2.45$3.06$4.38$5.07$5.56$6.66$1.18$1.36$1.56$1.94$2.62$2.88$3.53$3.76$4.62$5.19$5.82$6.37$7.40
PutsExpensive1.42×
CallsCheap0.93×
SkewBearish+5.75 pp
Implied moveBearish±$5.59
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.6730.3%9.1%92.1336.1%8.6%
25Δ105.0025.4%6.6%94.4131.2%6.5%
30Δ103.3622.3%5.0%96.0528.0%5.0%
35Δ102.2320.5%4.1%97.1427.9%4.3%
40Δ101.4019.9%3.5%97.9931.1%4.1%
45Δ100.6619.5%3.0%99.1228.8%3.3%
50Δ99.9419.0%2.5%100.1429.9%2.9%
55Δ99.2619.4%2.2%101.0827.4%2.2%
60Δ98.4620.9%2.0%102.2228.9%1.9%
65Δ97.2326.4%2.1%103.2228.1%1.5%
70Δ96.2426.6%1.8%104.2327.4%1.1%
75Δ95.3525.3%1.4%105.1425.9%0.7%
80Δ93.9826.5%1.2%106.4326.0%0.5%

20Δ

Calls
Pseudo strike
107.67
IV
30.3%
B/E move
9.1%
Puts
Pseudo strike
92.13
IV
36.1%
B/E move
8.6%

25Δ

Calls
Pseudo strike
105.00
IV
25.4%
B/E move
6.6%
Puts
Pseudo strike
94.41
IV
31.2%
B/E move
6.5%

30Δ

Calls
Pseudo strike
103.36
IV
22.3%
B/E move
5.0%
Puts
Pseudo strike
96.05
IV
28.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
102.23
IV
20.5%
B/E move
4.1%
Puts
Pseudo strike
97.14
IV
27.9%
B/E move
4.3%

40Δ

Calls
Pseudo strike
101.40
IV
19.9%
B/E move
3.5%
Puts
Pseudo strike
97.99
IV
31.1%
B/E move
4.1%

45Δ

Calls
Pseudo strike
100.66
IV
19.5%
B/E move
3.0%
Puts
Pseudo strike
99.12
IV
28.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
99.94
IV
19.0%
B/E move
2.5%
Puts
Pseudo strike
100.14
IV
29.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
99.26
IV
19.4%
B/E move
2.2%
Puts
Pseudo strike
101.08
IV
27.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
98.46
IV
20.9%
B/E move
2.0%
Puts
Pseudo strike
102.22
IV
28.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
97.23
IV
26.4%
B/E move
2.1%
Puts
Pseudo strike
103.22
IV
28.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
96.24
IV
26.6%
B/E move
1.8%
Puts
Pseudo strike
104.23
IV
27.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
95.35
IV
25.3%
B/E move
1.4%
Puts
Pseudo strike
105.14
IV
25.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
93.98
IV
26.5%
B/E move
1.2%
Puts
Pseudo strike
106.43
IV
26.0%
B/E move
0.5%

Options history

No recorded observations