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State Street Financial Select Sector SPDR ETF XLF

i

Market dataready · fetched 2026-11-08T21:15:05.846Z

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 · 2026-11-07T01:00:00.01058539Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T21:15:05.367059+00:00

Share price$57.16
1D+0.4%
AH$56.61$56.90$57.18$57.46$57.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLF
Sold putSold callAH

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$0.23$0.74$1.25$1.76$2.27$55.14$56.49$57.84$59.18$60.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XLF spot · $57.16XLF PRICE$0.37$0.45$0.55$0.65$0.76$0.96$1.16$1.38$1.74$2.13$0.28$0.37$0.46$0.55$0.63$0.73$0.84$0.95$1.07$1.25$1.54$1.78
Puts——
Calls——
Skew——
Implied moveBearish±$1.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ55.9628.1%2.6%
30Δ56.2328.2%2.3%
35Δ57.8223.3%1.8%56.4828.8%2.0%
40Δ57.6223.9%1.6%56.7428.0%1.7%
45Δ57.4224.3%1.4%56.9927.1%1.4%
50Δ57.2124.5%1.2%57.2226.7%1.2%
55Δ57.0124.8%1.1%57.4426.4%1.0%
60Δ56.7526.6%1.0%57.6525.8%0.8%
65Δ56.4928.5%0.9%57.8725.1%0.6%
70Δ56.1929.4%0.7%58.1225.3%0.5%
75Δ55.7832.3%0.6%58.4627.2%0.4%
80Δ55.3334.3%0.5%58.7726.4%0.3%

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
55.96
IV
28.1%
B/E move
2.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.23
IV
28.2%
B/E move
2.3%

35Δ

Calls
Pseudo strike
57.82
IV
23.3%
B/E move
1.8%
Puts
Pseudo strike
56.48
IV
28.8%
B/E move
2.0%

40Δ

Calls
Pseudo strike
57.62
IV
23.9%
B/E move
1.6%
Puts
Pseudo strike
56.74
IV
28.0%
B/E move
1.7%

45Δ

Calls
Pseudo strike
57.42
IV
24.3%
B/E move
1.4%
Puts
Pseudo strike
56.99
IV
27.1%
B/E move
1.4%

50Δ

Calls
Pseudo strike
57.21
IV
24.5%
B/E move
1.2%
Puts
Pseudo strike
57.22
IV
26.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
57.01
IV
24.8%
B/E move
1.1%
Puts
Pseudo strike
57.44
IV
26.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
56.75
IV
26.6%
B/E move
1.0%
Puts
Pseudo strike
57.65
IV
25.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
56.49
IV
28.5%
B/E move
0.9%
Puts
Pseudo strike
57.87
IV
25.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
56.19
IV
29.4%
B/E move
0.7%
Puts
Pseudo strike
58.12
IV
25.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
55.78
IV
32.3%
B/E move
0.6%
Puts
Pseudo strike
58.46
IV
27.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
55.33
IV
34.3%
B/E move
0.5%
Puts
Pseudo strike
58.77
IV
26.4%
B/E move
0.3%

Options history

IV · four-Friday blend17.99%
Daily close
XLF10.7%17.2%23.6%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 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%