IntraAlpha
Create free account Start free

State Street SPDR S&P Bank ETF KBE

i

Market dataready · fetched 2026-11-07T21:44:46.825Z

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 · 2026-11-07T01:00:00.124597771Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:44:46.399583+00:00

Share price$65.91
1D+0.3%
AH$65.65$65.83$66.00$66.17$66.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKBE
Sold putSold callAH

State Street SPDR S&P Bank ETF options

Live interpolated KBE call and put midpoint premiums by absolute delta.State Street SPDR S&P Bank ETF$2.37$3.09$3.80$4.52$5.23$61.35$63.73$66.11$68.48$70.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KBE spot · $65.91KBE PRICE$2.45$2.45$2.45$2.47$2.56$2.69$2.79$3.00$5.03$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.77$3.89
Puts——
Calls——
Skew——
Implied moveBalanced±$4.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ75.80115.7%18.7%
35Δ71.6591.9%12.4%63.0777.2%8.0%
40Δ64.4664.7%5.9%
45Δ67.4962.5%6.1%65.4754.9%4.4%
50Δ66.3753.1%4.4%66.2347.1%3.2%
55Δ65.5647.1%3.4%66.8140.6%2.4%
60Δ64.9042.6%2.6%67.2035.6%1.8%
65Δ64.4238.3%2.0%67.4931.4%1.3%
70Δ63.8635.3%1.4%67.7927.1%0.9%
75Δ68.3325.5%0.5%
80Δ61.6645.5%1.2%69.4930.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
75.80
IV
115.7%
B/E move
18.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
71.65
IV
91.9%
B/E move
12.4%
Puts
Pseudo strike
63.07
IV
77.2%
B/E move
8.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.46
IV
64.7%
B/E move
5.9%

45Δ

Calls
Pseudo strike
67.49
IV
62.5%
B/E move
6.1%
Puts
Pseudo strike
65.47
IV
54.9%
B/E move
4.4%

50Δ

Calls
Pseudo strike
66.37
IV
53.1%
B/E move
4.4%
Puts
Pseudo strike
66.23
IV
47.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
65.56
IV
47.1%
B/E move
3.4%
Puts
Pseudo strike
66.81
IV
40.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
64.90
IV
42.6%
B/E move
2.6%
Puts
Pseudo strike
67.20
IV
35.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
64.42
IV
38.3%
B/E move
2.0%
Puts
Pseudo strike
67.49
IV
31.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
63.86
IV
35.3%
B/E move
1.4%
Puts
Pseudo strike
67.79
IV
27.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.33
IV
25.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
61.66
IV
45.5%
B/E move
1.2%
Puts
Pseudo strike
69.49
IV
30.5%
B/E move
0.5%

Options history

IV · four-Friday blend25.91%
Daily EOD
KBE24.8%26.7%28.5%2026-10-19: 25.09%2026-10-20: 28.22%2026-10-21: 26.70%2026-10-22: 25.96%2026-10-23: 25.99%2026-10-26: 27.98%2026-10-27: 26.72%2026-10-28: 27.65%2026-10-29: 28.12%2026-10-30: 25.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.09%
28.22%
26.70%
25.96%
25.99%
27.98%
26.72%
27.65%
28.12%
25.91%