XLB option chain State Street Materials Select Sector SPDR ETF
Cboe delayed options data · as of 00:39 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 ±1.9% (51.66–53.61) · ATM IV 15.3% · P/C open interest 0.66
| 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 | |
| 22.00 | 24.55 | 271.3% | 1.00 | 0.0002 | 0.000 | 30 | 0 | 2.13 | 320.3% | -0.00 | 0.0002 | -0.001 | ||||
| 16.50 | 19.55 | 1 | 181.5% | 1.00 | 0.0004 | 0.000 | 35 | 0 | 0.0600 | 121.6% | -0.00 | 0.0004 | -0.001 | |||
| 12.10 | 14.55 | 1 | 157.0% | 1.00 | 0.0014 | 0.000 | 40 | 0 | 0.0600 | 1 | 85.7% | -0.00 | 0.0014 | -0.002 | ||
| 11.30 | 13.55 | 153.2% | 1.00 | 0.0018 | 0.000 | 41 | 0 | 0.0600 | 4 | 78.9% | -0.00 | 0.0018 | -0.002 | |||
| 10.30 | 12.55 | 142.4% | 1.00 | 0.0025 | 0.000 | 42 | 0 | 0.0700 | 4 | 73.9% | -0.00 | 0.0025 | -0.003 | |||
| 8.25 | 10.80 | 1.00 | 0.0034 | 0.000 | 43 | 0 | 0.0700 | 67.2% | -0.00 | 0.0034 | -0.003 | |||||
| 8.35 | 10.25 | 113.5% | 0.99 | 0.0046 | 0.000 | 44 | 0 | 0.0700 | 60.6% | -0.01 | 0.0047 | -0.004 | ||||
| 7.25 | 9.25 | 100.3% | 0.99 | 0.0066 | -0.001 | 45 | 0 | 0.0100 | 41.9% | -0.01 | 0.0067 | -0.004 | ||||
| 6.20 | 8.25 | 88.9% | 0.99 | 0.0097 | -0.002 | 46 | 0 | 0.0700 | 1 | 47.6% | -0.01 | 0.0098 | -0.005 | |||
| 5.85 | 7.40 | 78.1% | 0.99 | 0.0119 | -0.003 | 46.5 | 0 | 0.0800 | 45.5% | -0.01 | 0.0120 | -0.006 | ||||
| 5.35 | 6.90 | 73.4% | 0.98 | 0.0148 | -0.004 | 47 | 0 | 0.0900 | 4 | 43.1% | -0.02 | 0.0148 | -0.007 | |||
| 4.80 | 7.00 | 83.0% | 0.98 | 0.0185 | -0.005 | 47.5 | 0 | 0.1000 | 40.5% | -0.02 | 0.0186 | -0.008 | ||||
| 4.35 | 6.15 | 70.4% | 0.97 | 0.0234 | -0.006 | 48 | 0 | 0.1100 | 1 | 8 | 37.9% | -0.03 | 0.0236 | -0.009 | ||
| 3.85 | 5.35 | 57.7% | 0.97 | 0.0301 | -0.008 | 48.5 | 0 | 0.1300 | 4 | 35.7% | -0.03 | 0.0304 | -0.010 | |||
| 3.25 | 4.90 | 1 | 51.6% | 0.96 | 0.0393 | -0.010 | 49 | 0 | 0.1500 | 16 | 33.2% | -0.04 | 0.0397 | -0.011 | ||
| 2.85 | 4.40 | 1 | 49.3% | 0.95 | 0.0521 | -0.012 | 49.5 | 0 | 0.1800 | 3 | 30.9% | -0.05 | 0.0526 | -0.013 | ||
| 2.66 | 3.15 | 28 | 33.2% | 0.93 | 0.0703 | -0.014 | 50 | 0.0200 | 0.0600 | 55 | 22.4% | -0.07 | 0.0712 | -0.015 | ||
| 2.10 | 2.60 | 56 | 25.6% | 0.90 | 0.0965 | -0.017 | 50.5 | 0.0500 | 0.2000 | 54 | 25.6% | -0.10 | 0.0979 | -0.018 | ||
| 1.71 | 2.00 | 147 | 21.6% | 0.87 | 0.1346 | -0.020 | 51 | 0.0900 | 0.1300 | 121 | 20.5% | -0.14 | 0.1369 | -0.021 | ||
| 1.27 | 1.55 | 1 | 3 | 19.8% | 0.81 | 0.1888 | -0.024 | 51.5 | 0.1200 | 0.1800 | 32 | 18.2% | -0.20 | 0.1926 | -0.025 | |
| 0.8900 | 0.9800 | 1 | 8 | 15.7% | 0.72 | 0.2580 | -0.028 | 52 | 0.2000 | 0.2700 | 2 | 154 | 16.6% | -0.29 | 0.2642 | -0.029 |
| 0.5400 | 0.6400 | 8 | 64 | 15.0% | 0.58 | 0.3200 | -0.030 | 52.5 | 0.3500 | 0.4200 | 63 | 31 | 15.5% | -0.43 | 0.3284 | -0.031 |
| 0.3100 | 0.3800 | 72 | 157 | 15.0% | 0.42 | 0.3253 | -0.030 | 53 | 0.5900 | 0.6700 | 3 | 254 | 14.9% | -0.60 | 0.3328 | -0.030 |
| 0.1600 | 0.2300 | 354 | 15.5% | 0.28 | 0.2669 | -0.026 | 53.5 | 0.9500 | 1.03 | 2 | 41 | 15.6% | -0.74 | 0.2702 | -0.026 | |
| 0.0800 | 0.1200 | 71 | 157 | 15.8% | 0.18 | 0.1946 | -0.022 | 54 | 1.22 | 1.50 | 13 | 12.4% | -0.84 | 0.2009 | -0.021 | |
| 0.0300 | 0.1500 | 136 | 19.0% | 0.12 | 0.1371 | -0.018 | 54.5 | 1.22 | 2.08 | 6 | -0.90 | 0.1675 | -0.018 | |||
| 0 | 0.1600 | 1 | 91 | 21.9% | 0.08 | 0.0969 | -0.015 | 55 | 1.06 | 2.73 | 3 | -0.94 | 0.1318 | -0.017 | ||
| 0 | 0.1100 | 1 | 23.1% | 0.06 | 0.0696 | -0.012 | 55.5 | 1.73 | 3.20 | 1 | -0.97 | 0.0889 | -0.018 | |||
| 0 | 0.0800 | 10 | 24.5% | 0.04 | 0.0509 | -0.010 | 56 | 2.22 | 3.70 | -0.99 | 0.0486 | -0.021 | ||||
| 0 | 0.0700 | 26.7% | 0.03 | 0.0380 | -0.008 | 56.5 | 2.72 | 4.15 | 3 | -0.99 | 0.0246 | -0.024 | ||||
| 0.0100 | 0.0800 | 22 | 30.8% | 0.03 | 0.0288 | -0.007 | 57 | 4.00 | 4.55 | 2 | -1.00 | 0.0110 | -0.026 | |||
| 0 | 0.0500 | 1 | 30.3% | 0.02 | 0.0223 | -0.006 | 57.5 | 4.45 | 5.10 | 4 | 1 | -1.00 | 0.0038 | -0.027 | ||
| 0 | 0.0700 | 34.7% | 0.02 | 0.0174 | -0.005 | 58 | 5.10 | 5.55 | 4 | -1.00 | 0.0018 | -0.029 | ||||
| 0 | 0.0700 | 39.7% | 0.01 | 0.0111 | -0.004 | 59 | 6.05 | 6.70 | 2 | 3 | 44.3% | -1.00 | 0.0000 | -0.030 | ||
| 0 | 0.0700 | 44.5% | 0.01 | 0.0073 | -0.003 | 60 | 6.95 | 7.55 | 2 | -1.00 | 0.0000 | -0.031 | ||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs