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State Street Consumer Staples Select Sector SPDR ETF XLP

i

Market dataready · fetched 2026-11-03T14:42:14.473Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T14:42:12.123954525Z

FundamentalsState Street · ready · as of 2026-11-02 · fetched 2026-11-03T14:42:12.723143+00:00

Share price$89.33
1D-0.6%
$89.31$89.51$89.72$89.92$90.125:30 AM6:30 AM9:00 AM1:00 PMXLP
Sold putSold call

State Street Consumer Staples Select Sector SPDR ETF options

Live interpolated XLP call and put midpoint premiums by absolute delta.State Street Consumer Staples Select Sector SPDR ETF$0.20$1.09$1.97$2.86$3.75$87.78$88.72$89.67$90.62$91.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive XLP spot · $89.33XLP PRICE$0.32$0.43$0.52$0.66$0.85$1.05$1.25$1.48$1.79$2.17$2.49$3.49$0.29$0.29$0.36$0.45$0.55$0.64$0.73$0.85$1.01$1.20$1.43
Puts——
Calls——
Skew——
Implied moveBullish±$1.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ91.9236.3%3.3%87.2931.2%2.6%
25Δ91.4236.3%2.8%88.0724.1%1.7%
30Δ90.8634.1%2.3%88.3823.3%1.5%
35Δ90.5235.4%2.1%88.6623.1%1.3%
40Δ90.1737.3%1.9%88.9023.2%1.1%
45Δ89.8138.7%1.7%89.1422.8%0.9%
50Δ89.4139.6%1.5%89.3722.1%0.8%
55Δ89.0140.2%1.3%89.6122.0%0.6%
60Δ88.5642.0%1.1%89.8522.6%0.5%
65Δ88.0544.3%1.0%90.1223.3%0.5%
70Δ87.5744.2%0.8%90.4224.1%0.4%
75Δ86.5454.4%0.8%
80Δ

20Δ

Calls
Pseudo strike
91.92
IV
36.3%
B/E move
3.3%
Puts
Pseudo strike
87.29
IV
31.2%
B/E move
2.6%

25Δ

Calls
Pseudo strike
91.42
IV
36.3%
B/E move
2.8%
Puts
Pseudo strike
88.07
IV
24.1%
B/E move
1.7%

30Δ

Calls
Pseudo strike
90.86
IV
34.1%
B/E move
2.3%
Puts
Pseudo strike
88.38
IV
23.3%
B/E move
1.5%

35Δ

Calls
Pseudo strike
90.52
IV
35.4%
B/E move
2.1%
Puts
Pseudo strike
88.66
IV
23.1%
B/E move
1.3%

40Δ

Calls
Pseudo strike
90.17
IV
37.3%
B/E move
1.9%
Puts
Pseudo strike
88.90
IV
23.2%
B/E move
1.1%

45Δ

Calls
Pseudo strike
89.81
IV
38.7%
B/E move
1.7%
Puts
Pseudo strike
89.14
IV
22.8%
B/E move
0.9%

50Δ

Calls
Pseudo strike
89.41
IV
39.6%
B/E move
1.5%
Puts
Pseudo strike
89.37
IV
22.1%
B/E move
0.8%

55Δ

Calls
Pseudo strike
89.01
IV
40.2%
B/E move
1.3%
Puts
Pseudo strike
89.61
IV
22.0%
B/E move
0.6%

60Δ

Calls
Pseudo strike
88.56
IV
42.0%
B/E move
1.1%
Puts
Pseudo strike
89.85
IV
22.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
88.05
IV
44.3%
B/E move
1.0%
Puts
Pseudo strike
90.12
IV
23.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
87.57
IV
44.2%
B/E move
0.8%
Puts
Pseudo strike
90.42
IV
24.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
86.54
IV
54.4%
B/E move
0.8%
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 blend19.22%
Daily close
XLP13.3%16.7%20.2%2026-08-05: 16.62%2026-08-06: 16.62%2026-08-07: 15.69%2026-08-10: 16.90%2026-08-11: 16.57%2026-08-12: 15.87%2026-08-13: 15.53%2026-08-14: 15.06%2026-08-17: 15.43%2026-08-18: 16.43%2026-08-19: 17.36%2026-08-20: 17.62%2026-08-21: 15.08%2026-08-24: 16.92%2026-08-25: 15.74%2026-08-26: 15.33%2026-08-27: 14.63%2026-08-28: 14.01%2026-08-31: 15.14%2026-09-01: 15.19%2026-09-02: 14.89%2026-09-03: 14.60%2026-09-04: 13.73%2026-09-08: 15.94%2026-09-09: 16.67%2026-09-10: 17.33%2026-09-11: 15.10%2026-09-14: 16.34%2026-09-15: 16.66%2026-09-16: 16.68%2026-09-17: 15.36%2026-09-18: 13.86%2026-09-21: 15.05%2026-09-22: 14.72%2026-09-23: 15.78%2026-09-24: 16.42%2026-09-25: 14.73%2026-09-28: 15.25%2026-09-29: 15.34%2026-09-30: 16.23%2026-10-01: 16.48%2026-10-02: 14.65%2026-10-05: 14.92%2026-10-06: 15.03%2026-10-07: 15.05%2026-10-08: 15.22%2026-10-09: 13.99%2026-10-12: 14.55%2026-10-13: 15.03%2026-10-14: 15.88%2026-10-15: 16.17%2026-10-16: 16.75%2026-10-19: 17.06%2026-10-20: 17.06%2026-10-21: 17.16%2026-10-22: 19.76%2026-10-23: 19.26%2026-10-26: 18.52%2026-10-27: 18.29%2026-10-28: 17.70%2026-10-29: 17.39%2026-10-30: 19.22%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
16.62%
16.62%
15.69%
16.90%
16.57%
15.87%
15.53%
15.06%
15.43%
16.43%
17.36%
17.62%
15.08%
16.92%
15.74%
15.33%
14.63%
14.01%
15.14%
15.19%
14.89%
14.60%
13.73%
15.94%
16.67%
17.33%
15.10%
16.34%
16.66%
16.68%
15.36%
13.86%
15.05%
14.72%
15.78%
16.42%
14.73%
15.25%
15.34%
16.23%
16.48%
14.65%
14.92%
15.03%
15.05%
15.22%
13.99%
14.55%
15.03%
15.88%
16.17%
16.75%
17.06%
17.06%
17.16%
19.76%
19.26%
18.52%
18.29%
17.70%
17.39%
19.22%