XLE option chain State Street Energy Select Sector SPDR ETF
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 ±7.5% (60.38–70.22) · ATM IV 25.4% · P/C open interest —
| 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 | |
| 6.40 | 8.65 | 38.8% | 0.88 | 0.0368 | -0.010 | 59 | 0.3900 | 0.5200 | 26.0% | -0.14 | 0.0353 | -0.013 | ||||
| 4.35 | 8.30 | 26.1% | 0.86 | 0.0403 | -0.012 | 59.5 | 0.4700 | 0.6000 | 26.0% | -0.16 | 0.0388 | -0.015 | ||||
| 4.00 | 7.85 | 26.2% | 0.83 | 0.0439 | -0.013 | 60 | 0.5600 | 0.6900 | 2 | 25.9% | -0.18 | 0.0423 | -0.016 | |||
| 3.55 | 7.50 | 26.1% | 0.81 | 0.0473 | -0.015 | 60.5 | 0.6700 | 0.7900 | 25.8% | -0.20 | 0.0458 | -0.017 | ||||
| 4.10 | 7.10 | 32.2% | 0.78 | 0.0505 | -0.016 | 61 | 0.7500 | 0.9000 | 25.4% | -0.23 | 0.0492 | -0.018 | ||||
| 2.78 | 6.75 | 25.9% | 0.76 | 0.0535 | -0.017 | 61.5 | 0.9000 | 1.01 | 25.4% | -0.25 | 0.0524 | -0.019 | ||||
| 2.42 | 6.25 | 24.9% | 0.73 | 0.0562 | -0.018 | 62 | 1.02 | 1.15 | 5 | 25.2% | -0.28 | 0.0554 | -0.020 | |||
| 2.08 | 6.10 | 26.1% | 0.70 | 0.0587 | -0.019 | 62.5 | 1.18 | 1.31 | 25.2% | -0.31 | 0.0582 | -0.021 | ||||
| 1.76 | 5.65 | 25.3% | 0.67 | 0.0608 | -0.021 | 63 | 1.35 | 1.48 | 31 | 25.1% | -0.34 | 0.0607 | -0.022 | |||
| 3.25 | 3.55 | 2 | 25.4% | 0.64 | 0.0625 | -0.021 | 63.5 | 1.54 | 1.67 | 2 | 25.0% | -0.37 | 0.0628 | -0.022 | ||
| 1.14 | 5.00 | 24.9% | 0.60 | 0.0639 | -0.022 | 64 | 1.75 | 1.92 | 25.2% | -0.40 | 0.0645 | -0.023 | ||||
| 0.8600 | 4.75 | 25.0% | 0.57 | 0.0648 | -0.022 | 64.5 | 1.97 | 2.21 | 25.5% | -0.44 | 0.0658 | -0.023 | ||||
| 2.54 | 2.66 | 25.6% | 0.54 | 0.0654 | -0.023 | 65 | 2.23 | 2.40 | 6 | 25.3% | -0.47 | 0.0666 | -0.023 | |||
| 2.26 | 2.44 | 25.5% | 0.51 | 0.0655 | -0.023 | 65.5 | 2.47 | 2.67 | 25.3% | -0.50 | 0.0670 | -0.023 | ||||
| 2.04 | 2.22 | 25.5% | 0.47 | 0.0652 | -0.023 | 66 | 2.75 | 3.05 | 25.8% | -0.54 | 0.0669 | -0.023 | ||||
| 1.84 | 2.01 | 25.6% | 0.44 | 0.0645 | -0.023 | 66.5 | 1.10 | 5.15 | 25.1% | -0.57 | 0.0663 | -0.023 | ||||
| 1.63 | 1.82 | 25.5% | 0.41 | 0.0634 | -0.023 | 67 | 3.25 | 5.45 | 25.9% | -0.60 | 0.0653 | -0.022 | ||||
| 1.48 | 1.64 | 25.7% | 0.38 | 0.0619 | -0.022 | 67.5 | 1.74 | 5.75 | 24.9% | -0.63 | 0.0639 | -0.022 | ||||
| 1.32 | 1.47 | 25.7% | 0.35 | 0.0601 | -0.022 | 68 | 2.10 | 6.10 | 25.1% | -0.66 | 0.0622 | -0.021 | ||||
| 1.19 | 1.31 | 25.7% | 0.33 | 0.0581 | -0.021 | 68.5 | 2.45 | 6.45 | 25.0% | -0.69 | 0.0601 | -0.020 | ||||
| 1.06 | 1.18 | 25.8% | 0.30 | 0.0558 | -0.021 | 69 | 2.83 | 6.80 | 25.0% | -0.72 | 0.0578 | -0.019 | ||||
| 0.9300 | 1.06 | 25.9% | 0.27 | 0.0534 | -0.020 | 69.5 | 3.20 | 7.20 | 25.0% | -0.74 | 0.0552 | -0.018 | ||||
| 0.8200 | 0.9500 | 25.9% | 0.25 | 0.0508 | -0.019 | 70 | 3.75 | 7.60 | 26.2% | -0.77 | 0.0525 | -0.017 | ||||
| 0.7300 | 0.8600 | 26.1% | 0.23 | 0.0481 | -0.018 | 70.5 | 4.00 | 8.00 | 25.0% | -0.79 | 0.0497 | -0.016 | ||||
| 0.6400 | 0.7700 | 2 | 26.2% | 0.21 | 0.0454 | -0.018 | 71 | 4.65 | 8.35 | 26.4% | -0.81 | 0.0468 | -0.015 | |||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.