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State Street Real Estate Select Sector SPDR ETF XLRE

i

Market dataready · fetched 2026-11-06T14:40:08.722Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-06T14:40:04.754361598Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:40:07.804758+00:00

Share price$43.90
1D+0.1%
$43.69$43.75$43.81$43.86$43.925:30 AM6:30 AM9:00 AM1:00 PMXLRE
Sold putSold call

State Street Real Estate Select Sector SPDR ETF options

Live interpolated XLRE call and put midpoint premiums by absolute delta.State Street Real Estate Select Sector SPDR ETF$0.05$1.06$2.08$3.09$4.10$41.41$42.57$43.74$44.90$46.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XLRE spot · $43.90XLRE PRICE$0.21$0.28$0.35$0.42$0.49$0.56$0.69$0.82$0.96$1.09$1.24$1.54$0.16$0.21$0.27$0.33$0.39$0.45$0.52$0.71$0.93$1.14$1.36$3.81
Puts——
Calls——
Skew——
Implied moveBullish±$1.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.7316.9%3.0%
25Δ44.9215.7%2.8%43.0915.2%2.3%
30Δ44.7315.9%2.5%43.2715.1%2.0%
35Δ44.5416.1%2.3%43.4415.0%1.8%
40Δ44.3616.3%2.0%43.6214.9%1.5%
45Δ44.1716.4%1.7%43.8014.8%1.3%
50Δ43.9816.6%1.5%43.9814.7%1.0%
55Δ43.7816.9%1.3%44.2216.2%0.9%
60Δ43.5817.1%1.2%44.4717.9%0.8%
65Δ43.3717.3%1.0%44.7319.6%0.7%
70Δ43.1717.6%0.8%44.9821.3%0.6%
75Δ42.9517.9%0.7%
80Δ42.6118.4%0.6%47.3543.0%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.73
IV
16.9%
B/E move
3.0%

25Δ

Calls
Pseudo strike
44.92
IV
15.7%
B/E move
2.8%
Puts
Pseudo strike
43.09
IV
15.2%
B/E move
2.3%

30Δ

Calls
Pseudo strike
44.73
IV
15.9%
B/E move
2.5%
Puts
Pseudo strike
43.27
IV
15.1%
B/E move
2.0%

35Δ

Calls
Pseudo strike
44.54
IV
16.1%
B/E move
2.3%
Puts
Pseudo strike
43.44
IV
15.0%
B/E move
1.8%

40Δ

Calls
Pseudo strike
44.36
IV
16.3%
B/E move
2.0%
Puts
Pseudo strike
43.62
IV
14.9%
B/E move
1.5%

45Δ

Calls
Pseudo strike
44.17
IV
16.4%
B/E move
1.7%
Puts
Pseudo strike
43.80
IV
14.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
43.98
IV
16.6%
B/E move
1.5%
Puts
Pseudo strike
43.98
IV
14.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
43.78
IV
16.9%
B/E move
1.3%
Puts
Pseudo strike
44.22
IV
16.2%
B/E move
0.9%

60Δ

Calls
Pseudo strike
43.58
IV
17.1%
B/E move
1.2%
Puts
Pseudo strike
44.47
IV
17.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
43.37
IV
17.3%
B/E move
1.0%
Puts
Pseudo strike
44.73
IV
19.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
43.17
IV
17.6%
B/E move
0.8%
Puts
Pseudo strike
44.98
IV
21.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
42.95
IV
17.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.61
IV
18.4%
B/E move
0.6%
Puts
Pseudo strike
47.35
IV
43.0%
B/E move
0.8%

Options history

IV · four-Friday blend34.09%
Daily EOD
XLRE15.6%25.5%35.5%2026-10-19: 27.51%2026-10-20: 21.14%2026-10-21: 17.86%2026-10-22: 25.28%2026-10-23: 16.99%2026-10-26: 24.43%2026-10-27: 27.44%2026-10-28: 31.76%2026-10-29: 31.87%2026-10-30: 34.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.51%
21.14%
17.86%
25.28%
16.99%
24.43%
27.44%
31.76%
31.87%
34.09%