KRE option chain State Street SPDR S&P Regional Banking ETF
Cboe delayed options data · as of 06:41 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±5.7% (70.60–79.14) · ATM IV 20.7% · P/C open interest 0.83
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 34.20 | 35.60 | 70.3% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 1.05 | 20 | 115.9% | -0.00 | 0.0002 | -0.001 | |||
| 28.75 | 30.75 | 1.00 | 0.0001 | 0.000 | 45 | 0 | 1.05 | 380 | 97.1% | -0.00 | 0.0005 | -0.001 | ||||
| 23.85 | 25.80 | 1.00 | 0.0005 | 0.000 | 50 | 0 | 0.1200 | 2,994 | 54.2% | -0.00 | 0.0012 | -0.002 | ||||
| 19.35 | 20.65 | 29 | 49.5% | 1.00 | 0.0016 | 0.000 | 55 | 0 | 0.3600 | 2,288 | 51.2% | -0.01 | 0.0028 | -0.003 | ||
| 14.40 | 15.70 | 13 | 39.8% | 0.98 | 0.0056 | 0.000 | 60 | 0.0500 | 0.2200 | 6,047 | 36.7% | -0.03 | 0.0072 | -0.006 | ||
| 9.75 | 10.35 | 367 | 27.3% | 0.94 | 0.0182 | -0.004 | 65 | 0 | 0.4600 | 13 | 43.9K | 28.5% | -0.07 | 0.0188 | -0.012 | |
| 8.80 | 9.40 | 1 | 26.7% | 0.93 | 0.0226 | -0.007 | 66 | 0.0400 | 0.5100 | 57 | 65 | 27.2% | -0.09 | 0.0228 | -0.013 | |
| 7.90 | 8.50 | 2 | 26.9% | 0.91 | 0.0278 | -0.010 | 67 | 0.1300 | 0.4300 | 6 | 792 | 24.8% | -0.11 | 0.0275 | -0.015 | |
| 6.95 | 7.65 | 1 | 26.4% | 0.88 | 0.0338 | -0.013 | 68 | 0.2500 | 0.6800 | 5 | 429 | 26.0% | -0.14 | 0.0328 | -0.017 | |
| 6.10 | 7.10 | 6 | 28.5% | 0.85 | 0.0404 | -0.015 | 69 | 0.0500 | 0.7000 | 459 | 21.6% | -0.17 | 0.0390 | -0.019 | ||
| 5.50 | 5.80 | 2 | 918 | 26.0% | 0.81 | 0.0475 | -0.018 | 70 | 0.7000 | 0.9800 | 44 | 36.7K | 25.7% | -0.21 | 0.0459 | -0.020 |
| 4.30 | 5.00 | 8 | 41 | 22.7% | 0.76 | 0.0547 | -0.020 | 71 | 0.6400 | 1.45 | 66 | 149 | 24.9% | -0.25 | 0.0530 | -0.022 |
| 3.75 | 4.35 | 2 | 236 | 24.0% | 0.70 | 0.0614 | -0.022 | 72 | 0.9600 | 1.42 | 748 | 14.9K | 23.0% | -0.31 | 0.0600 | -0.024 |
| 2.49 | 5.00 | 15 | 88 | 27.4% | 0.64 | 0.0670 | -0.024 | 73 | 1.04 | 1.73 | 1 | 2,112 | 21.2% | -0.37 | 0.0661 | -0.025 |
| 2.15 | 2.90 | 1 | 652 | 20.8% | 0.57 | 0.0708 | -0.025 | 74 | 1.57 | 2.16 | 1 | 1,108 | 21.8% | -0.44 | 0.0707 | -0.025 |
| 1.53 | 2.53 | 13 | 20.1K | 20.9% | 0.50 | 0.0723 | -0.025 | 75 | 1.86 | 2.62 | 10 | 44.0K | 20.5% | -0.51 | 0.0731 | -0.025 |
| 1.37 | 2.04 | 52 | 8 | 22.0% | 0.43 | 0.0713 | -0.024 | 76 | 0.8300 | 4.25 | 3 | 17.7% | -0.58 | 0.0727 | -0.024 | |
| 1.05 | 2.41 | 1 | 73 | 26.0% | 0.36 | 0.0680 | -0.023 | 77 | 3.15 | 3.90 | 35 | 21.2% | -0.65 | 0.0697 | -0.022 | |
| 0.7500 | 1.26 | 14 | 1,287 | 21.6% | 0.30 | 0.0627 | -0.022 | 78 | 3.80 | 4.60 | 11 | 20.7% | -0.72 | 0.0644 | -0.020 | |
| 0.3600 | 1.04 | 73 | 44 | 20.9% | 0.25 | 0.0562 | -0.020 | 79 | 4.60 | 5.40 | 1 | 21.0% | -0.77 | 0.0576 | -0.017 | |
| 0.3100 | 0.8200 | 63 | 101.3K | 21.6% | 0.20 | 0.0493 | -0.018 | 80 | 5.40 | 6.25 | 1,097 | 21.0% | -0.82 | 0.0502 | -0.015 | |
| 0.1800 | 0.6800 | 12 | 1,589 | 21.9% | 0.16 | 0.0424 | -0.016 | 81 | 6.30 | 7.10 | 21.1% | -0.86 | 0.0427 | -0.011 | ||
| 0.1900 | 0.4900 | 209 | 22.5% | 0.13 | 0.0359 | -0.014 | 82 | 7.40 | 8.00 | 23.3% | -0.89 | 0.0357 | -0.009 | |||
| 0.0500 | 0.5200 | 7 | 11 | 23.3% | 0.10 | 0.0302 | -0.012 | 83 | 8.10 | 8.95 | 20.8% | -0.91 | 0.0294 | -0.006 | ||
| 0 | 0.2900 | 21.5% | 0.08 | 0.0252 | -0.010 | 84 | 9.10 | 9.90 | 21.6% | -0.93 | 0.0240 | -0.003 | ||||
| 0 | 1.25 | 6,058 | 33.8% | 0.07 | 0.0209 | -0.009 | 85 | 10.25 | 10.85 | 1 | 25.2% | -0.95 | 0.0194 | -0.001 | ||
| 0.0100 | 0.9500 | 33.1% | 0.05 | 0.0174 | -0.008 | 86 | 10.80 | 11.90 | -0.96 | 0.0156 | 0.000 | |||||
| 0.0200 | 0.4000 | 28.6% | 0.04 | 0.0144 | -0.007 | 87 | 11.80 | 14.50 | 42.0% | -0.97 | 0.0126 | 0.000 | ||||
| 0 | 0.7800 | 34.9% | 0.04 | 0.0120 | -0.006 | 88 | 12.50 | 14.50 | 28.4% | -0.98 | 0.0101 | 0.000 | ||||
| 0.0100 | 0.8000 | 37.0% | 0.03 | 0.0099 | -0.005 | 89 | 12.35 | 16.50 | 24.8% | -0.98 | 0.0081 | 0.000 | ||||
| 0 | 0.1400 | 56.4K | 27.4% | 0.02 | 0.0083 | -0.004 | 90 | 13.45 | 16.85 | -0.98 | 0.0065 | 0.000 | ||||
| 0 | 0.9400 | 6 | 48.5% | 0.01 | 0.0034 | -0.002 | 95 | 19.25 | 21.85 | 41.6% | -1.00 | 0.0022 | 0.000 | |||
| 0 | 0.3200 | 352 | 45.4% | 0.00 | 0.0015 | -0.001 | 100 | 24.10 | 27.10 | 51.0% | -1.00 | 0.0008 | 0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs