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State Street Consumer Staples Select XLP 91.94 2.99 3.36%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.188
Put Call Ratio (OI)
6.17
Put Call Ratio (Vol)
8.32
IV Rank
8.3
IV Percentile
71
Max pain
89

Delta exposure (2026-11-04)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-51.9
51.9
View values by strike
XLP · Delta exposure · 2026-11-04. Delta-weighted share equivalents.
StrikeCallsPuts
40.00 2.8 K -7.03 K
45.00 95.9 -105 K
50.00 10.3 K -17.3
55.00 9.08 K -205 K
60.00 12.9 K -26.2 K
64.00 0 -2.1
65.00 32.3 K -25.8 K
66.00 0 -5.92
67.00 2.36 K -14.6
68.00 186 -1.99 K
69.00 17.2 K -20.4 K
70.00 49.8 K -57.9 K
71.00 6.56 K -24.8 K
72.00 9.35 K -57.5 K
73.00 15.3 K -6.6 K
74.00 13.8 K -7.62 K
75.00 85.4 K -350 K
76.00 40.1 K -12.3 K
76.50 1.84 K -40.2
77.00 44.1 K -24 K
77.50 186 -255
78.00 46.3 K -122 K
78.50 188 -333
79.00 23.5 K -401 K
79.50 279 -299
80.00 297 K -2.28 M
80.50 1.61 K -223
81.00 83.3 K -301 K
81.50 7.85 K -384
82.00 216 K -705 K
82.50 5.52 K -14.9 K
83.00 245 K -1.11 M
83.50 51.3 K -15.7 K
84.00 411 K -952 K
84.50 70.1 K -6.73 K
85.00 2.19 M -5.1 M
85.50 73.3 K -31.9 K
86.00 489 K -1.16 M
86.50 36.3 K -52.8 K
87.00 397 K -1.29 M
87.50 68.8 K -126 K
88.00 930 K -924 K
88.50 77.6 K -97 K
89.00 1.48 M -314 K
89.50 95.4 K -44.5 K
90.00 1.95 M -421 K
90.50 151 K -9.64 K
91.00 526 K -42.8 K
91.50 64.5 K -43.8
92.00 1.22 M -82.4 K
92.50 21 K -9.37 K
93.00 480 K -47.9 K
94.00 794 K -2.84 K
95.00 770 K -4.72 K
96.00 39 K 0
97.00 27.6 K 0
98.00 2.02 K 0
99.00 5.2 K -4.77 K
100.00 44.6 K -4.36 K
105.00 25.5 K -150
110.00 1.15 K 0
115.00 7.38 K 0
120.00 462 0
125.00 722 0
130.00 8.45 K 0