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State Street SPDR S&P Telecom ETF XTL

i

Market dataready · fetched 2026-11-04T02:33:35.197Z

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 · 2026-11-04T01:00:00.15290809Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T02:33:34.821850+00:00

Share price$184.75
1D-0.6%
AH$184.54$185.30$186.06$186.82$187.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXTL
Sold putSold callAH

State Street SPDR S&P Telecom ETF options

Live interpolated XTL call and put midpoint premiums by absolute delta.State Street SPDR S&P Telecom ETF$1.16$3.92$6.69$9.45$12.22$170.48$177.86$185.24$192.62$200.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XTL spot · $184.75XTL PRICE$1.45$2.00$2.64$4.80$5.82$7.09$8.50$4.39$4.95$5.54$6.27$7.67$8.39$9.08$11.42
Puts——
Calls——
Skew——
Implied moveBullish±$11.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ197.3533.9%7.6%
25Δ195.2734.9%6.8%
30Δ193.4036.2%6.1%
35Δ
40Δ181.9636.9%3.9%
45Δ187.5637.2%4.1%183.8634.9%3.2%
50Δ185.7338.5%3.7%185.5633.3%2.6%
55Δ183.7640.4%3.3%187.1632.3%2.1%
60Δ181.6242.0%2.9%189.0634.0%1.8%
65Δ190.5732.2%1.4%
70Δ191.9530.3%1.0%
75Δ
80Δ195.2928.5%0.5%

20Δ

Calls
Pseudo strike
197.35
IV
33.9%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
195.27
IV
34.9%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
193.40
IV
36.2%
B/E move
6.1%
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
181.96
IV
36.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
187.56
IV
37.2%
B/E move
4.1%
Puts
Pseudo strike
183.86
IV
34.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
185.73
IV
38.5%
B/E move
3.7%
Puts
Pseudo strike
185.56
IV
33.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
183.76
IV
40.4%
B/E move
3.3%
Puts
Pseudo strike
187.16
IV
32.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
181.62
IV
42.0%
B/E move
2.9%
Puts
Pseudo strike
189.06
IV
34.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
190.57
IV
32.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
191.95
IV
30.3%
B/E move
1.0%

75Δ

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

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
195.29
IV
28.5%
B/E move
0.5%

Options history

IV · four-Friday blend31.84%
Daily EOD
XTL27.3%29.8%32.2%2026-10-19: 27.90%2026-10-20: 27.94%2026-10-21: 27.93%2026-10-22: 29.65%2026-10-23: 30.33%2026-10-26: 29.36%2026-10-27: 28.21%2026-10-28: 27.88%2026-10-29: 27.68%2026-10-30: 31.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.90%
27.94%
27.93%
29.65%
30.33%
29.36%
28.21%
27.88%
27.68%
31.84%