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State Street US Sector Rotation ETF XLSR

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Market dataready · fetched 2026-11-03T18:48:47.204Z

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 · 2026-11-03T18:38:22.003597242Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T18:48:46.513188+00:00

Share price$65.13
1D+0.5%
$64.74$64.86$64.98$65.09$65.215:30 AM6:30 AM9:00 AM1:00 PMXLSR
Sold putSold call

State Street US Sector Rotation ETF options

Live interpolated XLSR call and put midpoint premiums by absolute delta.State Street US Sector Rotation ETF$0.59$1.27$1.96$2.65$3.34$62.31$63.67$65.04$66.40$67.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XLSR spot · $65.13XLSR PRICE$0.66$0.87$1.08$1.29$1.50$1.71$1.92$2.13$2.34$2.55$2.77$2.98$1.23$1.54$1.86$2.17$2.49$2.80$3.14
Puts——
Calls——
Skew——
Implied moveBullish±$2.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ68.5028.7%6.2%
30Δ67.9928.0%5.7%
35Δ67.4927.2%5.3%
40Δ66.9926.5%4.8%
45Δ66.4825.8%4.4%
50Δ65.9825.0%3.9%65.3919.5%1.5%
55Δ65.4724.3%3.5%65.8320.0%1.3%
60Δ64.9723.5%3.0%66.2720.5%1.1%
65Δ64.4722.8%2.6%66.7020.9%0.9%
70Δ63.9622.1%2.1%67.1421.4%0.7%
75Δ63.4621.3%1.7%67.5821.9%0.5%
80Δ62.9620.6%1.2%68.0422.4%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
68.50
IV
28.7%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
67.99
IV
28.0%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
67.49
IV
27.2%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
66.99
IV
26.5%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
66.48
IV
25.8%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
65.98
IV
25.0%
B/E move
3.9%
Puts
Pseudo strike
65.39
IV
19.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
65.47
IV
24.3%
B/E move
3.5%
Puts
Pseudo strike
65.83
IV
20.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
64.97
IV
23.5%
B/E move
3.0%
Puts
Pseudo strike
66.27
IV
20.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
64.47
IV
22.8%
B/E move
2.6%
Puts
Pseudo strike
66.70
IV
20.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
63.96
IV
22.1%
B/E move
2.1%
Puts
Pseudo strike
67.14
IV
21.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
63.46
IV
21.3%
B/E move
1.7%
Puts
Pseudo strike
67.58
IV
21.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
62.96
IV
20.6%
B/E move
1.2%
Puts
Pseudo strike
68.04
IV
22.4%
B/E move
0.3%

Options history

IV · four-Friday blend16.13%
Daily EOD
XLSR14.0%15.1%16.3%2026-10-19: 14.45%2026-10-20: 14.67%2026-10-21: 14.11%2026-10-22: 15.32%2026-10-23: 15.48%2026-10-26: 14.97%2026-10-27: 14.70%2026-10-28: 14.50%2026-10-29: 14.72%2026-10-30: 16.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.45%
14.67%
14.11%
15.32%
15.48%
14.97%
14.70%
14.50%
14.72%
16.13%