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State Street SPDR S&P Capital Markets ETF KCE

i

Market dataready · fetched 2026-11-03T14:43:40.041Z

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 · 2026-11-03T14:35:56.807344778Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:43:39.446690+00:00

Share price$156.04
1D-0.8%
$155.94$156.31$156.68$157.04$157.415:30 AM6:30 AM9:00 AM1:00 PMKCE
Sold putSold call

State Street SPDR S&P Capital Markets ETF options

Live interpolated KCE call and put midpoint premiums by absolute delta.State Street SPDR S&P Capital Markets ETF$1.25$4.09$6.93$9.78$12.62$146.38$151.41$156.43$161.46$166.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KCE spot · $156.04KCE PRICE$1.56$1.93$2.25$2.78$3.54$4.05$6.26$7.65$9.79$11.80$2.45$1.67$2.32$2.70$2.77$3.08$3.89$4.57$4.76$5.68$6.91
Puts——
Calls——
Skew——
Implied moveBullish±$6.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ140.9661.2%11.2%
25Δ
30Δ161.0525.0%4.2%152.1425.3%3.6%
35Δ159.8625.1%3.7%
40Δ158.6224.1%3.1%154.6023.2%2.4%
45Δ157.6025.0%2.8%155.5123.0%2.1%
50Δ156.5727.2%2.6%156.4420.1%1.5%
55Δ155.4826.9%2.2%157.2819.0%1.2%
60Δ158.2820.7%1.1%
65Δ152.6431.4%1.8%159.2421.2%0.9%
70Δ150.8933.5%1.6%159.8819.2%0.6%
75Δ148.4436.9%1.4%161.0419.8%0.4%
80Δ146.0338.9%1.1%162.4820.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
140.96
IV
61.2%
B/E move
11.2%

25Δ

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

30Δ

Calls
Pseudo strike
161.05
IV
25.0%
B/E move
4.2%
Puts
Pseudo strike
152.14
IV
25.3%
B/E move
3.6%

35Δ

Calls
Pseudo strike
159.86
IV
25.1%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
158.62
IV
24.1%
B/E move
3.1%
Puts
Pseudo strike
154.60
IV
23.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
157.60
IV
25.0%
B/E move
2.8%
Puts
Pseudo strike
155.51
IV
23.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
156.57
IV
27.2%
B/E move
2.6%
Puts
Pseudo strike
156.44
IV
20.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
155.48
IV
26.9%
B/E move
2.2%
Puts
Pseudo strike
157.28
IV
19.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
158.28
IV
20.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
152.64
IV
31.4%
B/E move
1.8%
Puts
Pseudo strike
159.24
IV
21.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
150.89
IV
33.5%
B/E move
1.6%
Puts
Pseudo strike
159.88
IV
19.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
148.44
IV
36.9%
B/E move
1.4%
Puts
Pseudo strike
161.04
IV
19.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
146.03
IV
38.9%
B/E move
1.1%
Puts
Pseudo strike
162.48
IV
20.7%
B/E move
0.3%

Options history

IV · four-Friday blend22.92%
Daily EOD
KCE21.8%22.4%23.1%2026-10-19: 22.72%2026-10-20: 22.25%2026-10-21: 22.01%2026-10-22: 21.99%2026-10-23: 23.04%2026-10-26: 22.45%2026-10-27: 22.18%2026-10-28: 22.05%2026-10-29: 21.86%2026-10-30: 22.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.72%
22.25%
22.01%
21.99%
23.04%
22.45%
22.18%
22.05%
21.86%
22.92%