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State Street SPDR S&P Transportation ETF XTN

i

Market dataready · fetched 2026-11-12T01:49:19.446Z

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 · 2026-11-12T01:00:00.122766946Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:49:18.848357+00:00

Share price$103.98
1D+1.0%
AH$102.78$103.14$103.49$103.84$104.205:30 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$0.81$1.98$3.14$4.31$5.47$98.27$101.37$104.47$107.58$110.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XTN spot · $103.98XTN PRICE$0.94$1.00$1.11$1.21$1.38$1.60$1.77$1.92$2.13$2.41$2.70$3.02$0.96$1.04$1.13$1.22$1.46$1.83$2.21$2.54$2.75$2.94$3.18$5.14
Puts——
Calls——
Skew——
Implied moveBearish±$3.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.6551.2%7.0%
25Δ108.7940.1%5.5%99.8341.9%5.0%
30Δ107.1133.4%4.0%101.2435.6%3.7%
35Δ106.1030.0%3.1%102.2730.8%2.8%
40Δ105.3226.9%2.5%102.9430.4%2.4%
45Δ104.6925.4%2.0%103.5831.8%2.2%
50Δ104.1625.2%1.7%104.2232.7%1.9%
55Δ103.6924.0%1.4%104.8832.3%1.6%
60Δ103.2522.4%1.1%105.4330.4%1.2%
65Δ102.8021.4%0.9%105.9628.1%0.9%
70Δ102.3421.0%0.7%106.4426.4%0.7%
75Δ101.8920.5%0.6%
80Δ101.4319.7%0.5%108.6431.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.65
IV
51.2%
B/E move
7.0%

25Δ

Calls
Pseudo strike
108.79
IV
40.1%
B/E move
5.5%
Puts
Pseudo strike
99.83
IV
41.9%
B/E move
5.0%

30Δ

Calls
Pseudo strike
107.11
IV
33.4%
B/E move
4.0%
Puts
Pseudo strike
101.24
IV
35.6%
B/E move
3.7%

35Δ

Calls
Pseudo strike
106.10
IV
30.0%
B/E move
3.1%
Puts
Pseudo strike
102.27
IV
30.8%
B/E move
2.8%

40Δ

Calls
Pseudo strike
105.32
IV
26.9%
B/E move
2.5%
Puts
Pseudo strike
102.94
IV
30.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
104.69
IV
25.4%
B/E move
2.0%
Puts
Pseudo strike
103.58
IV
31.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
104.16
IV
25.2%
B/E move
1.7%
Puts
Pseudo strike
104.22
IV
32.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
103.69
IV
24.0%
B/E move
1.4%
Puts
Pseudo strike
104.88
IV
32.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
103.25
IV
22.4%
B/E move
1.1%
Puts
Pseudo strike
105.43
IV
30.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
102.80
IV
21.4%
B/E move
0.9%
Puts
Pseudo strike
105.96
IV
28.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
102.34
IV
21.0%
B/E move
0.7%
Puts
Pseudo strike
106.44
IV
26.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
101.89
IV
20.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
101.43
IV
19.7%
B/E move
0.5%
Puts
Pseudo strike
108.64
IV
31.5%
B/E move
0.5%

Options history

IV · four-Friday blend26.12%
Daily EOD
XTN24.2%27.8%31.4%2026-10-19: 30.89%2026-10-20: 25.13%2026-10-21: 24.69%2026-10-22: 24.70%2026-10-23: 25.98%2026-10-26: 25.40%2026-10-27: 24.75%2026-10-28: 25.30%2026-10-29: 25.29%2026-10-30: 26.12%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.89%
25.13%
24.69%
24.70%
25.98%
25.40%
24.75%
25.30%
25.29%
26.12%