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State Street Real Estate Select Sector SPDR ETF XLRE

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Market dataready · fetched 2026-11-08T10:15:50.112Z

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 · 2026-11-07T01:00:00.085439812Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T10:15:48.635720+00:00

Share price$44.00
1D+0.5%
AH$43.66$43.85$44.04$44.24$44.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLRE
Sold putSold callAH

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$0.52$1.37$2.22$3.07$3.92$41.40$42.59$43.78$44.98$46.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive XLRE spot · $44.00XLRE PRICE$0.61$0.71$0.83$0.97$1.12$1.26$1.48$1.87$2.47$2.55$2.67$2.87$3.07$3.27$3.48$3.68
Puts——
Calls——
Skew——
Implied moveBearish±$3.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ44.3021.8%2.1%43.6982.9%6.3%
50Δ44.0922.4%1.8%44.4173.8%4.9%
55Δ43.8622.6%1.6%45.0466.4%3.7%
60Δ43.6322.5%1.4%45.4662.0%3.2%
65Δ43.3922.4%1.2%45.8957.7%2.7%
70Δ43.1522.3%0.9%46.3153.4%2.2%
75Δ42.8522.9%0.8%46.7449.1%1.7%
80Δ42.4124.7%0.6%47.1644.7%1.2%

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
44.30
IV
21.8%
B/E move
2.1%
Puts
Pseudo strike
43.69
IV
82.9%
B/E move
6.3%

50Δ

Calls
Pseudo strike
44.09
IV
22.4%
B/E move
1.8%
Puts
Pseudo strike
44.41
IV
73.8%
B/E move
4.9%

55Δ

Calls
Pseudo strike
43.86
IV
22.6%
B/E move
1.6%
Puts
Pseudo strike
45.04
IV
66.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
43.63
IV
22.5%
B/E move
1.4%
Puts
Pseudo strike
45.46
IV
62.0%
B/E move
3.2%

65Δ

Calls
Pseudo strike
43.39
IV
22.4%
B/E move
1.2%
Puts
Pseudo strike
45.89
IV
57.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
43.15
IV
22.3%
B/E move
0.9%
Puts
Pseudo strike
46.31
IV
53.4%
B/E move
2.2%

75Δ

Calls
Pseudo strike
42.85
IV
22.9%
B/E move
0.8%
Puts
Pseudo strike
46.74
IV
49.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
42.41
IV
24.7%
B/E move
0.6%
Puts
Pseudo strike
47.16
IV
44.7%
B/E move
1.2%

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%