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 ±19.8% (55.56–82.96) · ATM IV 26.1% · P/C open interest 10.90
| 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 | |
| 30.05 | 40.00 | 1 | 41.3% | 0.97 | 0.0022 | 0.000 | 35 | 0 | 10.00 | 93.5% | -0.03 | 0.0023 | -0.003 | |||
| 25.00 | 35.00 | 25.3% | 0.96 | 0.0035 | 0.000 | 40 | 0 | 10.00 | 151 | 80.0% | -0.04 | 0.0036 | -0.003 | |||
| 20.50 | 30.50 | 29.3% | 0.94 | 0.0054 | -0.001 | 45 | 0 | 10.00 | 56 | 68.2% | -0.07 | 0.0055 | -0.004 | |||
| 16.65 | 26.65 | 1 | 33.7% | 0.90 | 0.0081 | -0.003 | 50 | 0 | 10.00 | 759 | 57.7% | -0.10 | 0.0084 | -0.005 | ||
| 12.25 | 22.25 | 53 | 29.5% | 0.85 | 0.0117 | -0.004 | 55 | 1.08 | 3.00 | 1,137 | 32.0% | -0.15 | 0.0122 | -0.007 | ||
| 8.55 | 18.55 | 7 | 28.5% | 0.78 | 0.0161 | -0.006 | 60 | 2.36 | 6.95 | 45.1K | 37.6% | -0.23 | 0.0169 | -0.008 | ||
| 5.15 | 15.15 | 3 | 27.0% | 0.69 | 0.0205 | -0.008 | 65 | 0 | 10.00 | 3,804 | 30.3% | -0.32 | 0.0217 | -0.009 | ||
| 2.70 | 12.65 | 2,537 | 27.3% | 0.58 | 0.0237 | -0.009 | 70 | 1.05 | 11.00 | 1,697 | 24.9% | -0.44 | 0.0256 | -0.010 | ||
| 1.30 | 11.25 | 1,071 | 29.7% | 0.46 | 0.0248 | -0.009 | 75 | 3.80 | 13.80 | 1,283 | 24.3% | -0.57 | 0.0277 | -0.009 | ||
| 0 | 10.00 | 262 | 30.6% | 0.35 | 0.0235 | -0.008 | 80 | 7.10 | 17.10 | 13 | 23.4% | -0.70 | 0.0271 | -0.009 | ||
| 0 | 10.00 | 785 | 35.8% | 0.26 | 0.0207 | -0.007 | 85 | 11.50 | 21.50 | 10 | 25.4% | -0.81 | 0.0240 | -0.006 | ||
| 0 | 10.00 | 26 | 40.3% | 0.19 | 0.0171 | -0.006 | 90 | 16.00 | 26.00 | 26.6% | -0.91 | 0.0263 | -0.006 | |||
| 0 | 10.00 | 12 | 44.3% | 0.13 | 0.0135 | -0.005 | 95 | 20.55 | 30.55 | 1 | -0.99 | 0.0083 | -0.011 | |||
| 0 | 10.00 | 48.0% | 0.09 | 0.0104 | -0.004 | 100 | 25.50 | 35.50 | -1.00 | 0.0000 | -0.011 | |||||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs