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State Street Financial Select Sector SPDR ETF XLF

i

Market datapartial · fetched 2026-11-05T16:36:47.985Z

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 · 2026-11-05T16:36:49.23030002Z

FundamentalsAlpha Vantage · unavailable

Share price$58.16
1D-2.8%
$57.90$58.45$59.00$59.55$60.105:30 AM6:30 AM9:00 AM1:00 PMXLF
Sold putSold call

State Street Financial Select Sector SPDR ETF options

Live interpolated XLF call and put midpoint premiums by absolute delta.State Street Financial 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 PRICEXLF 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 blend17.99%
Daily close
XLF10.7%17.2%23.6%2026-08-07: 13.55%2026-08-10: 14.51%2026-08-11: 13.85%2026-08-12: 12.26%2026-08-14: 11.57%2026-08-17: 12.66%2026-08-18: 13.47%2026-08-19: 13.54%2026-08-20: 14.18%2026-08-21: 13.58%2026-08-24: 14.43%2026-08-25: 13.95%2026-08-26: 14.07%2026-08-27: 13.84%2026-08-28: 12.75%2026-08-31: 13.70%2026-09-01: 15.15%2026-09-02: 14.43%2026-09-03: 17.31%2026-09-04: 13.50%2026-09-08: 15.64%2026-09-09: 16.68%2026-09-10: 16.98%2026-09-11: 14.28%2026-09-14: 16.08%2026-09-15: 16.85%2026-09-16: 18.36%2026-09-17: 14.63%2026-09-18: 13.95%2026-09-21: 15.08%2026-09-22: 15.71%2026-09-23: 16.31%2026-09-24: 16.26%2026-09-25: 14.70%2026-09-28: 18.51%2026-09-29: 17.66%2026-09-30: 17.71%2026-10-01: 19.15%2026-10-02: 16.29%2026-10-05: 16.60%2026-10-06: 16.85%2026-10-07: 17.62%2026-10-08: 18.25%2026-10-09: 16.97%2026-10-12: 17.75%2026-10-13: 17.10%2026-10-14: 16.98%2026-10-15: 22.74%2026-10-16: 16.14%2026-10-19: 16.43%2026-10-20: 16.74%2026-10-21: 16.59%2026-10-22: 21.75%2026-10-23: 18.02%2026-10-26: 17.42%2026-10-27: 17.13%2026-10-28: 18.51%2026-10-29: 15.90%2026-10-30: 17.99%Aug 7Sep 21Oct 30
59 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
13.55%
14.51%
13.85%
12.26%
11.57%
12.66%
13.47%
13.54%
14.18%
13.58%
14.43%
13.95%
14.07%
13.84%
12.75%
13.70%
15.15%
14.43%
17.31%
13.50%
15.64%
16.68%
16.98%
14.28%
16.08%
16.85%
18.36%
14.63%
13.95%
15.08%
15.71%
16.31%
16.26%
14.70%
18.51%
17.66%
17.71%
19.15%
16.29%
16.60%
16.85%
17.62%
18.25%
16.97%
17.75%
17.10%
16.98%
22.74%
16.14%
16.43%
16.74%
16.59%
21.75%
18.02%
17.42%
17.13%
18.51%
15.90%
17.99%