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State Street Communication Services Select Sector SPDR ETF XLC

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Market dataready · fetched 2026-11-04T08:49:26.064Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-04T01:00:00.100156865Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T08:49:24.740002+00:00

Share price$101.44
1D+0.8%
AH$100.10$100.50$100.90$101.30$101.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLC
Sold putSold callAH

State Street Communication Services Select Sector SPDR ETF options

Live interpolated XLC call and put midpoint premiums by absolute delta.State Street Communication Services Select Sector SPDR ETF$1.19$2.09$2.99$3.89$4.79$-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 P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEXLC PRICE$1.28$1.59$4.19$2.69$2.84$2.70$4.53
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
40Δ102.8028.8%2.6%
45Δ102.2430.0%2.4%100.8747.4%3.2%
50Δ101.7442.9%2.5%
55Δ
60Δ
65Δ103.2925.8%0.8%
70Δ
75Δ105.2833.2%0.7%
80Δ97.8628.6%0.6%

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
102.80
IV
28.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
102.24
IV
30.0%
B/E move
2.4%
Puts
Pseudo strike
100.87
IV
47.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.74
IV
42.9%
B/E move
2.5%

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
103.29
IV
25.8%
B/E move
0.8%

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
105.28
IV
33.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
97.86
IV
28.6%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.19%
Daily close
XLC12.9%23.8%34.8%2026-08-06: 20.13%2026-08-07: 16.32%2026-08-10: 16.78%2026-08-11: 16.62%2026-08-12: 16.28%2026-08-13: 21.03%2026-08-14: 16.23%2026-08-17: 20.06%2026-08-18: 18.02%2026-08-19: 17.48%2026-08-20: 22.52%2026-08-21: 16.41%2026-08-24: 18.99%2026-08-25: 17.24%2026-08-26: 16.87%2026-08-27: 17.14%2026-08-28: 15.56%2026-08-31: 16.49%2026-09-01: 18.78%2026-09-02: 15.73%2026-09-03: 19.45%2026-09-04: 14.42%2026-09-08: 15.82%2026-09-09: 16.46%2026-09-10: 21.54%2026-09-11: 16.21%2026-09-14: 17.32%2026-09-15: 15.88%2026-09-16: 18.09%2026-09-17: 15.78%2026-09-18: 15.76%2026-09-21: 16.87%2026-09-22: 16.47%2026-09-23: 17.56%2026-09-24: 19.45%2026-09-25: 16.36%2026-09-28: 19.30%2026-09-29: 18.38%2026-09-30: 21.00%2026-10-01: 19.67%2026-10-02: 19.02%2026-10-05: 17.70%2026-10-06: 16.98%2026-10-07: 17.87%2026-10-08: 17.88%2026-10-09: 15.74%2026-10-12: 17.30%2026-10-13: 18.08%2026-10-14: 20.41%2026-10-15: 23.41%2026-10-16: 23.10%2026-10-19: 23.65%2026-10-20: 24.86%2026-10-21: 27.40%2026-10-22: 33.26%2026-10-23: 25.95%2026-10-26: 23.25%2026-10-27: 21.94%2026-10-28: 25.94%2026-10-29: 21.16%2026-10-30: 25.19%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
20.13%
16.32%
16.78%
16.62%
16.28%
21.03%
16.23%
20.06%
18.02%
17.48%
22.52%
16.41%
18.99%
17.24%
16.87%
17.14%
15.56%
16.49%
18.78%
15.73%
19.45%
14.42%
15.82%
16.46%
21.54%
16.21%
17.32%
15.88%
18.09%
15.78%
15.76%
16.87%
16.47%
17.56%
19.45%
16.36%
19.30%
18.38%
21.00%
19.67%
19.02%
17.70%
16.98%
17.87%
17.88%
15.74%
17.30%
18.08%
20.41%
23.41%
23.10%
23.65%
24.86%
27.40%
33.26%
25.95%
23.25%
21.94%
25.94%
21.16%
25.19%