KRE option chain State Street SPDR S&P Regional Banking ETF
Cboe delayed options data · as of 06:39 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 ±15.3% (58.68–79.84) · ATM IV 24.9% · P/C open interest 3.17
| 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 | |
| 27.45 | 32.40 | 33.9% | 0.97 | 0.0029 | 0.000 | 40 | 0.1000 | 0.6900 | 1 | 12 | 43.2% | -0.03 | 0.0030 | -0.003 | ||
| 22.75 | 27.70 | 34.7% | 0.95 | 0.0048 | 0.000 | 45 | 0 | 5.00 | 13 | 62.9% | -0.05 | 0.0049 | -0.004 | |||
| 18.10 | 23.05 | 31.6% | 0.93 | 0.0078 | -0.001 | 50 | 0 | 5.00 | 1 | 52.0% | -0.08 | 0.0080 | -0.006 | |||
| 13.60 | 18.55 | 28.7% | 0.88 | 0.0123 | -0.004 | 55 | 0 | 2.22 | 4 | 233 | 30.2% | -0.12 | 0.0127 | -0.008 | ||
| 9.45 | 14.40 | 26.7% | 0.81 | 0.0185 | -0.007 | 60 | 0 | 5.00 | 5 | 32.5% | -0.20 | 0.0191 | -0.009 | |||
| 5.85 | 10.75 | 25.2% | 0.70 | 0.0253 | -0.009 | 65 | 0.0900 | 4.95 | 1 | 47 | 23.5% | -0.31 | 0.0264 | -0.011 | ||
| 2.91 | 7.85 | 78 | 24.2% | 0.56 | 0.0303 | -0.011 | 70 | 3.95 | 6.45 | 1 | 22 | 25.7% | -0.46 | 0.0322 | -0.012 | |
| 0.8100 | 5.75 | 22 | 23.6% | 0.41 | 0.0308 | -0.011 | 75 | 5.25 | 10.15 | 12 | 23.2% | -0.62 | 0.0334 | -0.011 | ||
| 0 | 5.00 | 3 | 26.5% | 0.28 | 0.0269 | -0.009 | 80 | 9.00 | 14.00 | 23.5% | -0.77 | 0.0292 | -0.008 | |||
| 0 | 5.00 | 3 | 32.3% | 0.18 | 0.0209 | -0.007 | 85 | 13.50 | 18.45 | 25.3% | -0.88 | 0.0249 | -0.006 | |||
| 0 | 5.00 | 3 | 37.4% | 0.12 | 0.0152 | -0.006 | 90 | 18.15 | 23.10 | 26.0% | -0.98 | 0.0211 | -0.009 | |||
| 0 | 5.00 | 41.9% | 0.07 | 0.0106 | -0.004 | 95 | 23.20 | 28.15 | 31.1% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 5.00 | 46.1% | 0.05 | 0.0072 | -0.003 | 100 | 27.85 | 32.80 | -1.00 | 0.0000 | -0.017 | |||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs