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State Street SPDR S&P Insurance ETF KIE

i

Market dataready · fetched 2026-11-07T20:38:28.969Z

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 · 2026-11-07T01:00:00.142198352Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T20:38:28.560236+00:00

Share price$64.28
1D-0.6%
AH$64.16$64.33$64.50$64.67$64.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKIE
Sold putSold callAH

State Street SPDR S&P Insurance ETF options

Live interpolated KIE call and put midpoint premiums by absolute delta.State Street SPDR S&P Insurance ETF$0.69$1.64$2.59$3.53$4.48$59.30$62.00$64.70$67.40$70.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KIE spot · $64.28KIE PRICE$0.90$0.92$1.00$1.10$1.21$1.30$1.47$1.65$2.03$2.41$2.76$3.31$4.21$0.88$1.03$1.09$0.79$0.91$1.05$1.34$1.63$1.88$2.12$2.38$2.66$2.95
PutsExpensive1.47×
CallsExpensive1.43×
SkewBullish-6.95 pp
Implied moveBullish±$2.81
TiltBullish7.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.7070.7%14.5%58.8560.7%9.8%
25Δ69.2853.4%9.2%60.3954.1%7.7%
30Δ67.6045.2%6.7%61.7645.4%5.6%
35Δ66.5140.1%5.2%63.1827.1%3.0%
40Δ65.7036.6%4.1%63.6325.6%2.4%
45Δ65.0032.8%3.1%64.0724.6%2.0%
50Δ64.5031.5%2.6%64.4826.1%1.8%
55Δ64.0130.3%2.1%64.8927.6%1.6%
60Δ63.4831.9%1.9%65.3127.6%1.3%
65Δ62.9533.4%1.7%65.7326.9%1.0%
70Δ62.4033.2%1.4%66.1526.2%0.8%
75Δ61.7034.7%1.1%66.5725.4%0.6%
80Δ60.7038.5%1.0%66.9924.5%0.4%

20Δ

Calls
Pseudo strike
72.70
IV
70.7%
B/E move
14.5%
Puts
Pseudo strike
58.85
IV
60.7%
B/E move
9.8%

25Δ

Calls
Pseudo strike
69.28
IV
53.4%
B/E move
9.2%
Puts
Pseudo strike
60.39
IV
54.1%
B/E move
7.7%

30Δ

Calls
Pseudo strike
67.60
IV
45.2%
B/E move
6.7%
Puts
Pseudo strike
61.76
IV
45.4%
B/E move
5.6%

35Δ

Calls
Pseudo strike
66.51
IV
40.1%
B/E move
5.2%
Puts
Pseudo strike
63.18
IV
27.1%
B/E move
3.0%

40Δ

Calls
Pseudo strike
65.70
IV
36.6%
B/E move
4.1%
Puts
Pseudo strike
63.63
IV
25.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
65.00
IV
32.8%
B/E move
3.1%
Puts
Pseudo strike
64.07
IV
24.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
64.50
IV
31.5%
B/E move
2.6%
Puts
Pseudo strike
64.48
IV
26.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
64.01
IV
30.3%
B/E move
2.1%
Puts
Pseudo strike
64.89
IV
27.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
63.48
IV
31.9%
B/E move
1.9%
Puts
Pseudo strike
65.31
IV
27.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
62.95
IV
33.4%
B/E move
1.7%
Puts
Pseudo strike
65.73
IV
26.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
62.40
IV
33.2%
B/E move
1.4%
Puts
Pseudo strike
66.15
IV
26.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
61.70
IV
34.7%
B/E move
1.1%
Puts
Pseudo strike
66.57
IV
25.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
60.70
IV
38.5%
B/E move
1.0%
Puts
Pseudo strike
66.99
IV
24.5%
B/E move
0.4%

Options history

IV · four-Friday blend19.75%
Daily EOD
KIE19.2%20.7%22.3%2026-10-19: 20.60%2026-10-20: 22.04%2026-10-21: 20.46%2026-10-22: 19.38%2026-10-23: 20.85%2026-10-26: 21.33%2026-10-27: 21.52%2026-10-28: 20.47%2026-10-29: 20.66%2026-10-30: 19.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.60%
22.04%
20.46%
19.38%
20.85%
21.33%
21.52%
20.47%
20.66%
19.75%