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State Street SPDR S&P Oil & Gas Equipment & Services ETF XES

i

Market dataready · fetched 2026-11-04T04:30:45.778Z

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 · 2026-11-04T01:00:00.1391451Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:30:44.843410+00:00

Share price$105.92
1D-0.6%
AH$105.72$106.44$107.16$107.88$108.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXES
Sold putSold callAH

State Street SPDR S&P Oil & Gas Equipment & Services ETF options

Live interpolated XES call and put midpoint premiums by absolute delta.State Street SPDR S&P Oil & Gas Equipment & Services ETF$0.74$3.40$6.07$8.73$11.40$93.06$99.40$105.73$112.07$118.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XES spot · $105.92XES PRICE$1.03$1.49$1.81$2.01$2.73$3.24$3.70$4.16$5.03$6.07$7.12$8.44$10.63$1.06$1.38$1.71$2.05$2.38$2.86$3.54$4.22$4.90$5.81$6.16$7.11$7.23
PutsCheap0.79×
CallsExpensive1.18×
SkewBullish-7.98 pp
Implied moveBullish±$7.25
TiltBullish6.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.9942.0%9.5%98.9139.7%7.6%
25Δ114.0146.0%9.1%100.5638.4%6.4%
30Δ111.9743.6%7.4%101.8037.2%5.5%
35Δ109.9939.0%5.7%103.0436.0%4.6%
40Δ109.1644.0%5.6%104.2934.8%3.8%
45Δ107.9744.0%5.0%105.4634.5%3.1%
50Δ106.6742.7%4.2%106.5435.5%2.8%
55Δ105.3841.4%3.4%107.6136.4%2.4%
60Δ103.9842.2%2.9%108.6937.3%2.0%
65Δ102.5443.9%2.5%109.9538.5%1.7%
70Δ101.0945.7%2.2%110.7935.6%1.2%
75Δ99.3848.0%1.8%112.0635.6%0.9%
80Δ96.8652.4%1.5%112.5331.4%0.6%

20Δ

Calls
Pseudo strike
114.99
IV
42.0%
B/E move
9.5%
Puts
Pseudo strike
98.91
IV
39.7%
B/E move
7.6%

25Δ

Calls
Pseudo strike
114.01
IV
46.0%
B/E move
9.1%
Puts
Pseudo strike
100.56
IV
38.4%
B/E move
6.4%

30Δ

Calls
Pseudo strike
111.97
IV
43.6%
B/E move
7.4%
Puts
Pseudo strike
101.80
IV
37.2%
B/E move
5.5%

35Δ

Calls
Pseudo strike
109.99
IV
39.0%
B/E move
5.7%
Puts
Pseudo strike
103.04
IV
36.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
109.16
IV
44.0%
B/E move
5.6%
Puts
Pseudo strike
104.29
IV
34.8%
B/E move
3.8%

45Δ

Calls
Pseudo strike
107.97
IV
44.0%
B/E move
5.0%
Puts
Pseudo strike
105.46
IV
34.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
106.67
IV
42.7%
B/E move
4.2%
Puts
Pseudo strike
106.54
IV
35.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
105.38
IV
41.4%
B/E move
3.4%
Puts
Pseudo strike
107.61
IV
36.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
103.98
IV
42.2%
B/E move
2.9%
Puts
Pseudo strike
108.69
IV
37.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
102.54
IV
43.9%
B/E move
2.5%
Puts
Pseudo strike
109.95
IV
38.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
101.09
IV
45.7%
B/E move
2.2%
Puts
Pseudo strike
110.79
IV
35.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
99.38
IV
48.0%
B/E move
1.8%
Puts
Pseudo strike
112.06
IV
35.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
96.86
IV
52.4%
B/E move
1.5%
Puts
Pseudo strike
112.53
IV
31.4%
B/E move
0.6%

Options history

IV · four-Friday blend35.78%
Daily EOD
XES32.7%34.7%36.8%2026-10-19: 32.96%2026-10-20: 33.91%2026-10-21: 33.12%2026-10-22: 36.03%2026-10-23: 36.05%2026-10-26: 36.48%2026-10-27: 35.51%2026-10-28: 36.28%2026-10-29: 35.33%2026-10-30: 35.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.96%
33.91%
33.12%
36.03%
36.05%
36.48%
35.51%
36.28%
35.33%
35.78%