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State Street Materials Select Sector SPDR ETF XLB

i

Market datapartial · fetched 2026-11-03T22:14:21.259Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:56:19.133621951Z

FundamentalsAlpha Vantage · unavailable

Share price$52.41
1D-2.3%
AH$52.31$52.67$53.04$53.40$53.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLB
Sold putSold callAH

State Street Materials Select Sector SPDR ETF options

Live interpolated XLB call and put midpoint premiums by absolute delta.State Street Materials Select Sector SPDR ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEXLB PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend20.27%
Daily close
XLB14.6%19.2%23.7%2026-08-05: 19.80%2026-08-06: 20.46%2026-08-07: 18.77%2026-08-10: 20.30%2026-08-11: 19.52%2026-08-12: 19.03%2026-08-13: 17.77%2026-08-14: 16.08%2026-08-17: 16.72%2026-08-18: 17.31%2026-08-19: 17.08%2026-08-20: 18.15%2026-08-21: 18.09%2026-08-24: 18.89%2026-08-25: 18.05%2026-08-26: 18.68%2026-08-27: 17.98%2026-08-28: 16.58%2026-08-31: 17.27%2026-09-01: 18.60%2026-09-02: 17.06%2026-09-03: 17.28%2026-09-04: 15.28%2026-09-08: 18.80%2026-09-09: 19.14%2026-09-10: 22.10%2026-09-11: 18.17%2026-09-14: 19.75%2026-09-15: 19.89%2026-09-16: 19.95%2026-09-17: 19.85%2026-09-18: 17.27%2026-09-21: 18.05%2026-09-22: 18.46%2026-09-23: 18.38%2026-09-24: 18.29%2026-09-25: 18.33%2026-09-28: 21.36%2026-09-29: 20.34%2026-09-30: 20.46%2026-10-01: 21.30%2026-10-02: 20.71%2026-10-05: 21.06%2026-10-06: 20.51%2026-10-07: 19.35%2026-10-08: 19.45%2026-10-09: 19.63%2026-10-12: 18.61%2026-10-13: 20.02%2026-10-14: 21.54%2026-10-15: 22.19%2026-10-16: 20.91%2026-10-19: 21.18%2026-10-20: 20.28%2026-10-21: 19.19%2026-10-22: 23.11%2026-10-23: 20.77%2026-10-26: 20.31%2026-10-27: 21.58%2026-10-28: 20.86%2026-10-29: 22.43%2026-10-30: 20.27%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
19.80%
20.46%
18.77%
20.30%
19.52%
19.03%
17.77%
16.08%
16.72%
17.31%
17.08%
18.15%
18.09%
18.89%
18.05%
18.68%
17.98%
16.58%
17.27%
18.60%
17.06%
17.28%
15.28%
18.80%
19.14%
22.10%
18.17%
19.75%
19.89%
19.95%
19.85%
17.27%
18.05%
18.46%
18.38%
18.29%
18.33%
21.36%
20.34%
20.46%
21.30%
20.71%
21.06%
20.51%
19.35%
19.45%
19.63%
18.61%
20.02%
21.54%
22.19%
20.91%
21.18%
20.28%
19.19%
23.11%
20.77%
20.31%
21.58%
20.86%
22.43%
20.27%