XLE option chain State Street Energy Select Sector SPDR ETF
Cboe delayed options data · as of 09:39 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 ±5.3% (61.68–68.52) · ATM IV 23.4% · P/C open interest 0.32
| 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 | |
| 28.15 | 32.00 | 20 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.2400 | 540 | 111.3% | -0.00 | 0.0002 | -0.000 | |||
| 26.90 | 30.25 | 4 | 134.2% | 1.00 | 0.0001 | 0.000 | 37 | 0 | 0.2400 | 204 | 102.4% | -0.00 | 0.0002 | -0.001 | ||
| 25.70 | 29.75 | 92.5% | 1.00 | 0.0001 | 0.000 | 37.5 | 0 | 0.2400 | 5 | 100.2% | -0.00 | 0.0003 | -0.001 | |||
| 25.25 | 29.20 | 1 | 90.2% | 1.00 | 0.0001 | 0.000 | 38 | 0 | 0.2400 | 42 | 98.1% | -0.00 | 0.0003 | -0.001 | ||
| 24.65 | 28.70 | 1 | 1.00 | 0.0001 | 0.000 | 38.5 | 0 | 0.2400 | 25 | 95.9% | -0.00 | 0.0003 | -0.001 | |||
| 24.20 | 28.10 | 3 | 1.00 | 0.0001 | 0.000 | 39 | 0 | 0.2400 | 114 | 93.8% | -0.00 | 0.0003 | -0.001 | |||
| 23.75 | 27.55 | 1.00 | 0.0001 | 0.000 | 39.5 | 0 | 0.2400 | 219 | 91.8% | -0.00 | 0.0004 | -0.001 | ||||
| 23.25 | 27.15 | 103 | 70.1% | 1.00 | 0.0002 | 0.000 | 40 | 0 | 0.4000 | 223 | 97.9% | -0.00 | 0.0004 | -0.001 | ||
| 22.70 | 26.70 | 4 | 67.6% | 1.00 | 0.0002 | 0.000 | 40.5 | 0 | 0.2400 | 99 | 87.7% | -0.00 | 0.0004 | -0.001 | ||
| 22.20 | 26.10 | 1 | 1.00 | 0.0002 | 0.000 | 41 | 0 | 0.2400 | 1,000 | 85.7% | -0.00 | 0.0005 | -0.001 | |||
| 23.00 | 25.40 | 117.2% | 1.00 | 0.0002 | 0.000 | 41.5 | 0 | 0.2400 | 3 | 83.7% | -0.00 | 0.0005 | -0.001 | |||
| 21.20 | 25.10 | 5 | 1.00 | 0.0002 | 0.000 | 42 | 0 | 0.3600 | 15 | 87.6% | -0.00 | 0.0006 | -0.001 | |||
| 20.75 | 24.40 | 16 | 1.00 | 0.0003 | 0.000 | 42.5 | 0 | 0.2400 | 13 | 79.8% | -0.00 | 0.0006 | -0.001 | |||
| 20.20 | 24.25 | 21 | 68.7% | 1.00 | 0.0003 | 0.000 | 43 | 0 | 0.0400 | 5 | 60.8% | -0.00 | 0.0007 | -0.001 | ||
| 19.70 | 23.45 | 1.00 | 0.0003 | 0.000 | 43.5 | 0 | 0.0400 | 1 | 59.2% | -0.00 | 0.0008 | -0.001 | ||||
| 19.25 | 23.30 | 34 | 74.5% | 1.00 | 0.0004 | 0.000 | 44 | 0 | 0.0400 | 7 | 57.7% | -0.00 | 0.0008 | -0.001 | ||
| 18.70 | 22.60 | 88 | 1.00 | 0.0004 | 0.000 | 44.5 | 0 | 0.0300 | 24 | 54.3% | -0.00 | 0.0009 | -0.001 | |||
| 18.90 | 22.30 | 60 | 94.8% | 1.00 | 0.0005 | 0.000 | 45 | 0 | 0.0300 | 131 | 52.9% | -0.00 | 0.0010 | -0.001 | ||
| 17.75 | 21.60 | 6 | 1.00 | 0.0005 | 0.000 | 45.5 | 0 | 0.0400 | 20 | 53.2% | -0.00 | 0.0011 | -0.001 | |||
| 17.20 | 21.15 | 50 | 1.00 | 0.0006 | 0.000 | 46 | 0 | 0.0400 | 54 | 51.7% | -0.00 | 0.0012 | -0.002 | |||
| 16.75 | 20.30 | 16 | 1.00 | 0.0007 | 0.000 | 46.5 | 0 | 0.0400 | 2 | 50.2% | -0.00 | 0.0014 | -0.002 | |||
| 16.20 | 20.05 | 46 | 1.00 | 0.0008 | 0.000 | 47 | 0 | 0.2300 | 617 | 62.7% | -0.00 | 0.0015 | -0.002 | |||
| 15.75 | 19.10 | 935 | 1.00 | 0.0008 | 0.000 | 47.5 | 0 | 0.0500 | 68 | 48.7% | -0.00 | 0.0017 | -0.002 | |||
| 15.25 | 18.50 | 23 | 4,381 | 1.00 | 0.0010 | 0.000 | 48 | 0 | 0.0300 | 54 | 44.4% | -0.01 | 0.0019 | -0.002 | ||
| 14.75 | 18.65 | 37 | 1.00 | 0.0011 | 0.000 | 48.5 | 0 | 0.0400 | 8 | 44.5% | -0.01 | 0.0021 | -0.002 | |||
| 15.00 | 17.55 | 96 | 55.4% | 1.00 | 0.0012 | 0.000 | 49 | 0 | 0.0500 | 247 | 44.3% | -0.01 | 0.0023 | -0.002 | ||
| 14.55 | 16.85 | 4 | 145 | 1.00 | 0.0014 | 0.000 | 49.5 | 0 | 0.0300 | 34 | 40.3% | -0.01 | 0.0026 | -0.002 | ||
| 13.85 | 16.35 | 4 | 2,520 | 1.00 | 0.0016 | 0.000 | 50 | 0 | 0.0300 | 245 | 39.0% | -0.01 | 0.0029 | -0.003 | ||
| 13.60 | 16.05 | 36 | 54.9% | 1.00 | 0.0018 | 0.000 | 50.5 | 0 | 0.0400 | 220 | 38.9% | -0.01 | 0.0033 | -0.003 | ||
| 13.00 | 15.55 | 206 | 48.2% | 1.00 | 0.0021 | 0.000 | 51 | 0 | 0.2500 | 292 | 38.7% | -0.01 | 0.0037 | -0.003 | ||
| 12.35 | 15.05 | 21 | 0.99 | 0.0024 | 0.000 | 51.5 | 0 | 0.0500 | 529 | 37.3% | -0.01 | 0.0042 | -0.003 | |||
| 12.05 | 14.35 | 66 | 0.99 | 0.0028 | -0.000 | 52 | 0 | 0.0600 | 843 | 36.8% | -0.01 | 0.0047 | -0.003 | |||
| 11.55 | 14.05 | 58 | 45.5% | 0.99 | 0.0032 | -0.000 | 52.5 | 0.0100 | 0.1900 | 461 | 42.9% | -0.01 | 0.0054 | -0.004 | ||
| 9.45 | 10.80 | 16 | 651 | 0.99 | 0.0071 | -0.002 | 55 | 0.0300 | 0.0800 | 87 | 1,663 | 31.4% | -0.02 | 0.0104 | -0.006 | |
| 7.55 | 8.05 | 1 | 3,435 | 28.5% | 0.97 | 0.0169 | -0.006 | 57.5 | 0.0600 | 0.1500 | 89 | 460 | 27.3% | -0.05 | 0.0216 | -0.009 |
| 5.20 | 5.65 | 36 | 7,072 | 25.7% | 0.91 | 0.0410 | -0.014 | 60 | 0.2300 | 0.3400 | 31 | 1,456 | 25.4% | -0.12 | 0.0450 | -0.016 |
| 1.46 | 1.91 | 471 | 5,772 | 23.2% | 0.53 | 0.0977 | -0.032 | 65 | 1.59 | 1.88 | 550 | 64 | 23.6% | -0.50 | 0.0933 | -0.031 |
| 0.2200 | 0.4000 | 127 | 4,651 | 24.4% | 0.15 | 0.0530 | -0.019 | 70 | 5.10 | 5.60 | 26 | 12 | 23.3% | -0.86 | 0.0512 | -0.018 |
| 0.0500 | 0.1000 | 1,883 | 28.6% | 0.04 | 0.0162 | -0.007 | 75 | 9.80 | 10.55 | 29.3% | -0.97 | 0.0153 | -0.006 | |||
| 0 | 0.0500 | 14 | 374 | 33.0% | 0.01 | 0.0061 | -0.004 | 80 | 13.80 | 16.50 | 38.2% | -0.99 | 0.0056 | -0.001 | ||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs