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State Street SPDR S&P Health Care Equipment ETF XHE

i

Market dataready · fetched 2026-11-04T06:53:25.825Z

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 · 2026-11-04T01:00:00.109722665Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:53:24.928596+00:00

Share price$92.50
1D-0.2%
AH$92.44$92.61$92.77$92.93$93.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXHE
Sold putSold callAH

State Street SPDR S&P Health Care Equipment ETF options

Live interpolated XHE call and put midpoint premiums by absolute delta.State Street SPDR S&P Health Care Equipment ETF$1.09$2.55$4.02$5.48$6.94$81.95$86.10$90.25$94.40$98.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XHE spot · $92.50XHE PRICE$2.45$2.45$1.25$1.51$1.77$2.02$2.28$2.54$2.80$3.06$3.32$3.72$2.45$2.45$2.45$2.45$2.56$2.72$2.87$3.03$3.19$3.34$4.15$5.33$6.52
PutsExpensive2.23×
Calls——
Skew——
Implied moveBearish±$4.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.22100.2%17.0%
25Δ108.0092.1%19.4%84.1376.6%11.7%
30Δ101.7271.2%12.6%87.3160.9%8.3%
35Δ95.0027.8%4.1%89.4649.8%5.9%
40Δ94.3727.0%3.7%90.5744.5%4.8%
45Δ93.7426.2%3.3%91.4041.0%4.1%
50Δ93.1125.5%2.8%92.2237.5%3.4%
55Δ92.4824.7%2.4%93.0534.0%2.7%
60Δ91.8523.9%2.0%93.8730.6%2.0%
65Δ91.2323.1%1.6%94.7027.1%1.2%
70Δ90.6022.3%1.2%95.8527.1%0.9%
75Δ89.9721.5%0.9%97.2029.2%0.7%
80Δ89.4020.7%0.7%98.5431.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.22
IV
100.2%
B/E move
17.0%

25Δ

Calls
Pseudo strike
108.00
IV
92.1%
B/E move
19.4%
Puts
Pseudo strike
84.13
IV
76.6%
B/E move
11.7%

30Δ

Calls
Pseudo strike
101.72
IV
71.2%
B/E move
12.6%
Puts
Pseudo strike
87.31
IV
60.9%
B/E move
8.3%

35Δ

Calls
Pseudo strike
95.00
IV
27.8%
B/E move
4.1%
Puts
Pseudo strike
89.46
IV
49.8%
B/E move
5.9%

40Δ

Calls
Pseudo strike
94.37
IV
27.0%
B/E move
3.7%
Puts
Pseudo strike
90.57
IV
44.5%
B/E move
4.8%

45Δ

Calls
Pseudo strike
93.74
IV
26.2%
B/E move
3.3%
Puts
Pseudo strike
91.40
IV
41.0%
B/E move
4.1%

50Δ

Calls
Pseudo strike
93.11
IV
25.5%
B/E move
2.8%
Puts
Pseudo strike
92.22
IV
37.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
92.48
IV
24.7%
B/E move
2.4%
Puts
Pseudo strike
93.05
IV
34.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
91.85
IV
23.9%
B/E move
2.0%
Puts
Pseudo strike
93.87
IV
30.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
91.23
IV
23.1%
B/E move
1.6%
Puts
Pseudo strike
94.70
IV
27.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
90.60
IV
22.3%
B/E move
1.2%
Puts
Pseudo strike
95.85
IV
27.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
89.97
IV
21.5%
B/E move
0.9%
Puts
Pseudo strike
97.20
IV
29.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
89.40
IV
20.7%
B/E move
0.7%
Puts
Pseudo strike
98.54
IV
31.2%
B/E move
0.5%

Options history

IV · four-Friday blend22.72%
Daily EOD
XHE22.6%23.3%24.1%2026-10-19: 22.81%2026-10-20: 24.00%2026-10-21: 23.32%2026-10-23: 22.69%2026-10-26: 23.77%2026-10-27: 23.39%2026-10-29: 22.72%Oct 19Oct 23Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
22.81%
24.00%
23.32%
22.69%
23.77%
23.39%
22.72%