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State Street Industrial Select Sector SPDR ETF XLI

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Market dataready · fetched 2026-11-08T07:16:36.835Z

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 · 2026-11-07T01:00:00.113803499Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T07:16:36.690770+00:00

Share price$162.67
1D-0.0%
AH$161.87$162.35$162.82$163.30$163.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLI
Sold putSold callAH

State Street Industrial Select Sector SPDR ETF options

Live interpolated XLI call and put midpoint premiums by absolute delta.State Street Industrial Select Sector SPDR ETF$0.77$2.54$4.31$6.07$7.84$-0.16$0.17$0.50$0.83$1.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEXLI PRICE$0.96$1.20$1.32$1.71$2.93$3.49$4.12$4.96$5.99$7.33$1.07$1.04$1.17$1.19$1.54$1.90$2.20$2.52$3.98$4.42
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ155.4545.9%5.1%
25Δ167.4132.7%3.5%158.3634.0%3.3%
30Δ166.3432.1%3.0%159.7131.3%2.5%
35Δ165.1228.5%2.3%160.9226.1%1.8%
40Δ164.4130.1%2.1%161.5527.5%1.6%
45Δ162.1628.9%1.5%
50Δ162.8428.3%1.2%
55Δ162.0733.9%1.4%163.5127.8%1.0%
60Δ161.2134.9%1.2%
65Δ160.2835.8%1.1%
70Δ159.1937.6%0.9%
75Δ157.9239.6%0.8%166.0424.8%0.4%
80Δ156.3342.0%0.6%166.6823.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
155.45
IV
45.9%
B/E move
5.1%

25Δ

Calls
Pseudo strike
167.41
IV
32.7%
B/E move
3.5%
Puts
Pseudo strike
158.36
IV
34.0%
B/E move
3.3%

30Δ

Calls
Pseudo strike
166.34
IV
32.1%
B/E move
3.0%
Puts
Pseudo strike
159.71
IV
31.3%
B/E move
2.5%

35Δ

Calls
Pseudo strike
165.12
IV
28.5%
B/E move
2.3%
Puts
Pseudo strike
160.92
IV
26.1%
B/E move
1.8%

40Δ

Calls
Pseudo strike
164.41
IV
30.1%
B/E move
2.1%
Puts
Pseudo strike
161.55
IV
27.5%
B/E move
1.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
162.16
IV
28.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
162.84
IV
28.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
162.07
IV
33.9%
B/E move
1.4%
Puts
Pseudo strike
163.51
IV
27.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
161.21
IV
34.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
160.28
IV
35.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
159.19
IV
37.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
157.92
IV
39.6%
B/E move
0.8%
Puts
Pseudo strike
166.04
IV
24.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
156.33
IV
42.0%
B/E move
0.6%
Puts
Pseudo strike
166.68
IV
23.7%
B/E move
0.3%

Options history

IV · four-Friday blend24.02%
Daily close
XLI13.9%20.0%26.1%2026-08-10: 18.15%2026-08-11: 18.74%2026-08-12: 18.20%2026-08-13: 16.86%2026-08-14: 16.17%2026-08-17: 16.42%2026-08-18: 16.88%2026-08-19: 16.87%2026-08-20: 17.95%2026-08-21: 16.37%2026-08-24: 16.79%2026-08-25: 16.53%2026-08-26: 16.26%2026-08-27: 14.82%2026-08-28: 14.74%2026-08-31: 16.20%2026-09-01: 17.18%2026-09-02: 16.34%2026-09-03: 17.25%2026-09-04: 16.39%2026-09-08: 19.22%2026-09-09: 19.09%2026-09-10: 19.91%2026-09-11: 17.18%2026-09-14: 18.79%2026-09-15: 20.11%2026-09-16: 20.95%2026-09-17: 19.48%2026-09-18: 17.40%2026-09-21: 17.53%2026-09-22: 16.76%2026-09-23: 18.00%2026-09-24: 19.95%2026-09-25: 16.78%2026-09-28: 19.16%2026-09-29: 19.23%2026-09-30: 20.98%2026-10-01: 20.88%2026-10-02: 19.11%2026-10-05: 18.32%2026-10-06: 17.52%2026-10-07: 18.77%2026-10-08: 20.58%2026-10-09: 17.51%2026-10-12: 18.90%2026-10-13: 19.49%2026-10-14: 20.84%2026-10-15: 19.94%2026-10-16: 22.13%2026-10-19: 21.41%2026-10-20: 22.30%2026-10-21: 21.21%2026-10-22: 25.25%2026-10-23: 22.69%2026-10-26: 22.22%2026-10-27: 21.67%2026-10-28: 22.60%2026-10-29: 20.86%2026-10-30: 24.02%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
18.15%
18.74%
18.20%
16.86%
16.17%
16.42%
16.88%
16.87%
17.95%
16.37%
16.79%
16.53%
16.26%
14.82%
14.74%
16.20%
17.18%
16.34%
17.25%
16.39%
19.22%
19.09%
19.91%
17.18%
18.79%
20.11%
20.95%
19.48%
17.40%
17.53%
16.76%
18.00%
19.95%
16.78%
19.16%
19.23%
20.98%
20.88%
19.11%
18.32%
17.52%
18.77%
20.58%
17.51%
18.90%
19.49%
20.84%
19.94%
22.13%
21.41%
22.30%
21.21%
25.25%
22.69%
22.22%
21.67%
22.60%
20.86%
24.02%