XLB option chain State Street Materials Select Sector SPDR ETF
Cboe delayed options data · as of 03:39 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 ±11.0% (47.25–58.94) · ATM IV 18.6% · P/C open interest 5.60
| 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 | |
| 21.40 | 25.45 | 39.7% | 0.97 | 0.0036 | 0.000 | 30 | 0 | 0.7500 | 3 | 51.1% | -0.03 | 0.0036 | -0.003 | |||
| 17.30 | 19.30 | 1 | 0.95 | 0.0064 | 0.000 | 35 | 0.0200 | 0.3800 | 3 | 34.6% | -0.04 | 0.0065 | -0.003 | |||
| 16.35 | 18.20 | 0.95 | 0.0073 | -0.000 | 36 | 0.0400 | 0.4000 | 2 | 33.3% | -0.05 | 0.0074 | -0.004 | ||||
| 15.40 | 17.45 | 0.94 | 0.0082 | -0.001 | 37 | 0.0500 | 0.4100 | 31.7% | -0.06 | 0.0084 | -0.004 | |||||
| 14.45 | 16.50 | 0.94 | 0.0093 | -0.001 | 38 | 0.0600 | 0.8100 | 34.5% | -0.06 | 0.0095 | -0.004 | |||||
| 13.50 | 15.55 | 0.93 | 0.0105 | -0.001 | 39 | 0.0900 | 0.8400 | 33.0% | -0.07 | 0.0108 | -0.004 | |||||
| 12.65 | 14.45 | 20 | 0.92 | 0.0120 | -0.002 | 40 | 0.1200 | 1.07 | 279 | 33.1% | -0.08 | 0.0123 | -0.004 | |||
| 11.65 | 13.50 | 0.91 | 0.0136 | -0.002 | 41 | 0.1500 | 0.9000 | 1 | 29.9% | -0.09 | 0.0140 | -0.004 | ||||
| 10.75 | 12.60 | 17.1% | 0.90 | 0.0156 | -0.002 | 42 | 0.2000 | 0.9400 | 28.5% | -0.10 | 0.0160 | -0.005 | ||||
| 9.85 | 11.65 | 2 | 17.7% | 0.89 | 0.0177 | -0.003 | 43 | 0.2700 | 1.01 | 2,520 | 27.5% | -0.11 | 0.0183 | -0.005 | ||
| 9.30 | 10.75 | 18 | 21.5% | 0.88 | 0.0202 | -0.003 | 44 | 0.3500 | 1.10 | 1 | 26.5% | -0.13 | 0.0210 | -0.005 | ||
| 8.45 | 9.90 | 2 | 21.5% | 0.86 | 0.0231 | -0.004 | 45 | 0.5200 | 0.9500 | 3,016 | 24.5% | -0.15 | 0.0240 | -0.005 | ||
| 7.40 | 9.05 | 8 | 19.9% | 0.84 | 0.0264 | -0.004 | 46 | 0.7300 | 1.32 | 5 | 25.4% | -0.17 | 0.0274 | -0.006 | ||
| 6.60 | 8.05 | 4 | 18.8% | 0.81 | 0.0300 | -0.004 | 47 | 0.7400 | 1.07 | 50 | 22.0% | -0.19 | 0.0313 | -0.006 | ||
| 5.90 | 7.40 | 2 | 19.9% | 0.79 | 0.0339 | -0.005 | 48 | 1.09 | 1.18 | 22 | 21.9% | -0.22 | 0.0355 | -0.006 | ||
| 5.00 | 6.50 | 18.3% | 0.75 | 0.0382 | -0.005 | 49 | 1.28 | 1.39 | 35 | 21.2% | -0.26 | 0.0402 | -0.007 | |||
| 4.30 | 5.65 | 22 | 17.7% | 0.72 | 0.0425 | -0.006 | 50 | 1.52 | 1.62 | 28 | 35 | 20.5% | -0.30 | 0.0450 | -0.007 | |
| 4.45 | 4.90 | 22 | 20.3% | 0.67 | 0.0467 | -0.006 | 51 | 1.77 | 1.93 | 43 | 19.9% | -0.34 | 0.0496 | -0.007 | ||
| 3.90 | 4.25 | 6 | 43 | 20.1% | 0.63 | 0.0504 | -0.006 | 52 | 2.09 | 2.25 | 20 | 72 | 19.3% | -0.39 | 0.0539 | -0.007 |
| 3.15 | 3.55 | 46 | 18.8% | 0.58 | 0.0534 | -0.007 | 53 | 2.33 | 2.66 | 42 | 18.3% | -0.45 | 0.0575 | -0.007 | ||
| 2.76 | 2.94 | 1 | 358 | 18.7% | 0.52 | 0.0552 | -0.007 | 54 | 2.91 | 3.15 | 18 | 18.4% | -0.51 | 0.0601 | -0.007 | |
| 2.12 | 2.50 | 77 | 18.0% | 0.47 | 0.0556 | -0.007 | 55 | 3.35 | 3.70 | 12 | 17.9% | -0.56 | 0.0616 | -0.007 | ||
| 1.73 | 2.09 | 20 | 17.8% | 0.42 | 0.0547 | -0.007 | 56 | 3.90 | 4.30 | 3 | 17.4% | -0.62 | 0.0620 | -0.007 | ||
| 1.39 | 1.75 | 42 | 17.8% | 0.37 | 0.0526 | -0.006 | 57 | 4.60 | 5.00 | 17.4% | -0.68 | 0.0613 | -0.007 | |||
| 1.33 | 1.56 | 32 | 18.9% | 0.32 | 0.0497 | -0.006 | 58 | 5.35 | 5.75 | 1 | 17.4% | -0.73 | 0.0593 | -0.007 | ||
| 0.9000 | 1.22 | 54 | 17.9% | 0.28 | 0.0462 | -0.006 | 59 | 6.20 | 7.65 | 22.4% | -0.78 | 0.0562 | -0.006 | |||
| 0.9200 | 1.20 | 277 | 19.6% | 0.24 | 0.0425 | -0.006 | 60 | 7.10 | 8.35 | 22.5% | -0.83 | 0.0518 | -0.006 | |||
| 0.6600 | 0.8900 | 12 | 18.7% | 0.21 | 0.0388 | -0.005 | 61 | 8.00 | 9.25 | 23.3% | -0.86 | 0.0465 | -0.005 | |||
| 0.2300 | 0.9800 | 5 | 18.5% | 0.19 | 0.0351 | -0.005 | 62 | 8.80 | 10.70 | 26.1% | -0.89 | 0.0405 | -0.004 | |||
| 0.3600 | 0.9100 | 4 | 20.1% | 0.16 | 0.0317 | -0.005 | 63 | 9.65 | 11.40 | 25.5% | -0.92 | 0.0345 | -0.003 | |||
| 0.1200 | 0.8600 | 2 | 19.8% | 0.14 | 0.0285 | -0.004 | 64 | 10.50 | 13.00 | 29.3% | -0.94 | 0.0287 | -0.002 | |||
| 0.1200 | 0.8300 | 2 | 20.8% | 0.13 | 0.0256 | -0.004 | 65 | 11.50 | 13.75 | 29.5% | -0.95 | 0.0232 | -0.001 | |||
| 0.0600 | 0.8100 | 10 | 21.5% | 0.11 | 0.0230 | -0.004 | 66 | 11.25 | 14.90 | 23.1% | -0.97 | 0.0186 | -0.001 | |||
| 0.0100 | 0.7200 | 1 | 24.7% | 0.07 | 0.0151 | -0.003 | 70 | 15.15 | 19.15 | 29.5% | -0.99 | 0.0065 | 0.000 | |||
| 0.1000 | 0.5000 | 15 | 28.1% | 0.04 | 0.0092 | -0.002 | 75 | 20.35 | 24.10 | 36.5% | -1.00 | 0.0014 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs