XLE option chain State Street Energy Select Sector SPDR ETF
Cboe delayed options data · as of 19:03 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 ±6.9% (60.35–69.31) · ATM IV 25.1% · P/C open interest 1.07
| 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 | |
| 28.35 | 32.00 | 69 | 112.0% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.1400 | 8 | 82.7% | -0.00 | 0.0001 | -0.000 | ||
| 23.95 | 26.20 | 1 | 408 | 83.5% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.2700 | 3 | 73.4% | -0.00 | 0.0003 | -0.000 | |
| 19.35 | 21.55 | 100 | 82.0% | 1.00 | 0.0003 | 0.000 | 45 | 0 | 0.0500 | 593 | 45.0% | -0.00 | 0.0011 | -0.001 | ||
| 18.65 | 19.50 | 36 | 61.6% | 1.00 | 0.0004 | 0.000 | 46 | 0 | 0.1000 | 79 | 46.7% | -0.00 | 0.0013 | -0.001 | ||
| 17.80 | 19.50 | 54 | 80.0% | 1.00 | 0.0006 | 0.000 | 47 | 0 | 0.0500 | 106 | 40.1% | -0.00 | 0.0017 | -0.001 | ||
| 16.30 | 18.10 | 97 | 61.2% | 1.00 | 0.0008 | 0.000 | 48 | 0 | 0.1000 | 563 | 41.5% | -0.01 | 0.0022 | -0.002 | ||
| 15.70 | 16.80 | 28 | 59.7% | 1.00 | 0.0012 | 0.000 | 49 | 0 | 0.0700 | 1,285 | 37.1% | -0.01 | 0.0028 | -0.002 | ||
| 14.80 | 15.35 | 255 | 48.5% | 1.00 | 0.0018 | 0.000 | 50 | 0 | 0.0300 | 55 | 6,027 | 31.1% | -0.01 | 0.0036 | -0.002 | |
| 13.40 | 14.90 | 53 | 48.9% | 0.99 | 0.0026 | 0.000 | 51 | 0 | 0.1100 | 894 | 34.6% | -0.01 | 0.0048 | -0.003 | ||
| 12.70 | 13.60 | 103 | 45.6% | 0.99 | 0.0038 | 0.000 | 52 | 0.0200 | 0.0600 | 1 | 1,262 | 30.6% | -0.02 | 0.0062 | -0.003 | |
| 11.75 | 12.35 | 3 | 1,524 | 37.9% | 0.99 | 0.0056 | 0.000 | 53 | 0.0100 | 0.0800 | 3 | 2,572 | 28.8% | -0.02 | 0.0081 | -0.004 |
| 10.65 | 11.90 | 1 | 581 | 43.3% | 0.98 | 0.0081 | 0.000 | 54 | 0 | 0.1200 | 1 | 7,000 | 27.7% | -0.03 | 0.0107 | -0.005 |
| 9.90 | 10.50 | 2,006 | 37.8% | 0.98 | 0.0116 | 0.000 | 55 | 0.0900 | 0.1100 | 164 | 30.1K | 27.8% | -0.04 | 0.0141 | -0.006 | |
| 8.75 | 9.40 | 1,758 | 30.2% | 0.96 | 0.0165 | -0.001 | 56 | 0.1200 | 0.1600 | 1 | 1,805 | 27.1% | -0.06 | 0.0185 | -0.008 | |
| 7.95 | 8.30 | 237 | 29.1% | 0.94 | 0.0228 | -0.004 | 57 | 0.1900 | 0.2100 | 114 | 6,441 | 26.6% | -0.07 | 0.0240 | -0.009 | |
| 7.00 | 7.35 | 101 | 1,517 | 27.5% | 0.92 | 0.0307 | -0.007 | 58 | 0.2700 | 0.2900 | 396 | 9,333 | 25.9% | -0.10 | 0.0308 | -0.012 |
| 6.15 | 6.35 | 34 | 10.6K | 26.2% | 0.88 | 0.0395 | -0.011 | 59 | 0.4000 | 0.4200 | 177 | 11.4K | 25.8% | -0.14 | 0.0386 | -0.014 |
| 5.30 | 5.50 | 109 | 29.4K | 25.9% | 0.84 | 0.0486 | -0.014 | 60 | 0.5600 | 0.5800 | 586 | 14.5K | 25.5% | -0.18 | 0.0469 | -0.017 |
| 4.50 | 4.75 | 36 | 2,206 | 25.9% | 0.78 | 0.0570 | -0.018 | 61 | 0.7600 | 0.8000 | 993 | 4,545 | 25.1% | -0.23 | 0.0551 | -0.020 |
| 3.80 | 3.95 | 276 | 7,288 | 25.4% | 0.72 | 0.0640 | -0.021 | 62 | 1.04 | 1.10 | 796 | 8,663 | 25.1% | -0.30 | 0.0624 | -0.022 |
| 3.15 | 3.30 | 228 | 4,728 | 25.4% | 0.65 | 0.0691 | -0.023 | 63 | 1.43 | 1.46 | 31.5K | 3,115 | 25.3% | -0.36 | 0.0682 | -0.024 |
| 2.60 | 2.64 | 103 | 3,019 | 25.0% | 0.58 | 0.0720 | -0.024 | 64 | 1.83 | 1.88 | 314 | 577 | 25.1% | -0.43 | 0.0719 | -0.025 |
| 2.11 | 2.15 | 508 | 8,182 | 25.2% | 0.50 | 0.0726 | -0.025 | 65 | 2.32 | 2.38 | 642 | 804 | 25.0% | -0.51 | 0.0733 | -0.025 |
| 1.67 | 1.74 | 95 | 994 | 25.3% | 0.43 | 0.0709 | -0.025 | 66 | 2.83 | 3.05 | 395 | 40 | 25.2% | -0.58 | 0.0722 | -0.024 |
| 1.32 | 1.39 | 261 | 3,628 | 25.5% | 0.37 | 0.0673 | -0.024 | 67 | 3.40 | 3.65 | 136 | 55 | 24.5% | -0.65 | 0.0690 | -0.023 |
| 1.04 | 1.11 | 208 | 4,955 | 25.8% | 0.31 | 0.0622 | -0.022 | 68 | 4.20 | 4.35 | 58 | 22 | 25.0% | -0.71 | 0.0639 | -0.021 |
| 0.8100 | 0.8700 | 258 | 5,273 | 26.0% | 0.25 | 0.0561 | -0.021 | 69 | 4.80 | 5.15 | 52 | 18 | 24.0% | -0.76 | 0.0575 | -0.018 |
| 0.6200 | 0.6800 | 134 | 4,550 | 26.1% | 0.21 | 0.0496 | -0.018 | 70 | 5.65 | 5.95 | 17 | 136 | 23.9% | -0.81 | 0.0505 | -0.015 |
| 0.4800 | 0.5000 | 94 | 784 | 26.2% | 0.17 | 0.0430 | -0.017 | 71 | 6.45 | 6.95 | 24.6% | -0.85 | 0.0435 | -0.012 | ||
| 0.3700 | 0.4000 | 31 | 689 | 26.7% | 0.14 | 0.0368 | -0.015 | 72 | 7.25 | 7.80 | 22.4% | -0.88 | 0.0367 | -0.009 | ||
| 0.2900 | 0.3100 | 9 | 416 | 27.1% | 0.11 | 0.0312 | -0.013 | 73 | 8.15 | 8.75 | 21.3% | -0.91 | 0.0306 | -0.007 | ||
| 0.2300 | 0.2500 | 21 | 260 | 27.7% | 0.09 | 0.0261 | -0.011 | 74 | 9.10 | 9.65 | 12 | -0.93 | 0.0253 | -0.004 | ||
| 0.1800 | 0.1900 | 10 | 6,903 | 28.0% | 0.07 | 0.0219 | -0.009 | 75 | 10.10 | 10.60 | 1 | -0.94 | 0.0207 | -0.002 | ||
| 0.1400 | 0.1700 | 10 | 31 | 28.8% | 0.06 | 0.0182 | -0.008 | 76 | 11.05 | 11.60 | -0.96 | 0.0168 | 0.000 | |||
| 0.1000 | 0.1600 | 9 | 29.6% | 0.05 | 0.0152 | -0.007 | 77 | 11.70 | 12.55 | -0.96 | 0.0137 | 0.000 | ||||
| 0.0300 | 0.2000 | 30.6% | 0.04 | 0.0127 | -0.006 | 78 | 12.65 | 13.55 | -0.97 | 0.0111 | 0.000 | |||||
| 0 | 0.1800 | 7 | 30.9% | 0.03 | 0.0107 | -0.005 | 79 | 13.50 | 14.75 | -0.98 | 0.0091 | 0.000 | ||||
| 0.0600 | 0.0700 | 32 | 678 | 30.9% | 0.03 | 0.0090 | -0.005 | 80 | 14.05 | 16.25 | -0.98 | 0.0074 | 0.000 | |||
| 0 | 0.1400 | 781 | 38.5% | 0.01 | 0.0041 | -0.003 | 85 | 19.00 | 21.45 | -0.99 | 0.0028 | 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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs