XLE option chain State Street Energy Select Sector SPDR ETF

Expiration Cboe delayed options data · as of 13:05 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 ±3.8% (65.01–70.19) · ATM IV 26.2% · P/C open interest 0.19

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
19.20	23.35			100.6%	1.00	0.0005	-0.001	47	0	1.68			164.1%	-0.00	0.0005	-0.001
18.20	22.35			95.3%	1.00	0.0006	-0.001	48	0	2.13			168.1%	-0.00	0.0006	-0.001
17.20	21.45			98.1%	1.00	0.0007	-0.001	49	0	1.74			151.2%	-0.00	0.0007	-0.001
16.20	20.40			89.3%	1.00	0.0008	-0.002	50	0	1.85			146.8%	-0.00	0.0008	-0.002
15.20	19.40			84.2%	1.00	0.0010	-0.002	51	0	1.66			135.3%	-0.00	0.0010	-0.002
14.20	18.45			82.4%	1.00	0.0013	-0.002	52	0	2.01			136.2%	-0.00	0.0013	-0.002
13.20	17.40			74.3%	1.00	0.0016	-0.002	53	0	1.70			122.6%	-0.00	0.0016	-0.002
12.20	16.40			69.4%	1.00	0.0020	-0.003	54	0	1.85			119.0%	-0.00	0.0020	-0.003
11.20	15.40			64.6%	0.99	0.0026	-0.003	55	0	1.60			107.2%	-0.01	0.0026	-0.003
10.20	14.40			59.9%	0.99	0.0034	-0.004	56	0	1.72			103.1%	-0.01	0.0034	-0.004
9.20	13.40			55.2%	0.99	0.0045	-0.005	57	0	1.66			95.3%	-0.01	0.0045	-0.005
8.20	12.40			50.6%	0.99	0.0061	-0.005	58	0	1.73			90.1%	-0.01	0.0061	-0.005
7.20	11.40			46.0%	0.98	0.0083	-0.007	59	0	1.75			83.9%	-0.02	0.0083	-0.007
6.25	10.45		4	45.6%	0.98	0.0116	-0.009	60	0	0.7900			59.5%	-0.02	0.0116	-0.009
5.25	9.45			40.8%	0.97	0.0167	-0.011	61	0	2.01			74.8%	-0.03	0.0167	-0.011
4.25	8.50			37.5%	0.95	0.0243	-0.015	62	0	1.41		1	59.0%	-0.05	0.0244	-0.015
3.25	7.55	2	1	33.8%	0.93	0.0358	-0.020	63	0	4.90			97.0%	-0.07	0.0359	-0.020
2.37	6.60	4	3	32.1%	0.89	0.0517	-0.028	64	0	4.90	50	50	88.6%	-0.11	0.0519	-0.028
1.48	4.80	6	6		0.83	0.0714	-0.036	65	0	4.90	4	14	79.9%	-0.17	0.0717	-0.036
1.11	3.00	6	6		0.75	0.0927	-0.044	66	0.0100	5.00	4	4	72.2%	-0.25	0.0932	-0.045
0	2.28	195	373		0.65	0.1118	-0.051	67	0.4000	5.00		5	67.0%	-0.35	0.1125	-0.051
0.8000	1.76	1	18	23.6%	0.54	0.1225	-0.054	68	0	2.62	21	21	28.7%	-0.47	0.1236	-0.055
0.1500	1.51		23	24.3%	0.42	0.1206	-0.053	69	0.5100	2.99			26.6%	-0.59	0.1222	-0.054
0	2.54	11	20	40.7%	0.30	0.1073	-0.048	70	0.4500	4.15			23.9%	-0.70	0.1093	-0.049
0	0.6200		2	24.4%	0.22	0.0875	-0.041	71	0.9800	5.25			24.8%	-0.79	0.0899	-0.042
0	2.28	3	3	51.4%	0.15	0.0676	-0.034	72	1.83	6.05			23.0%	-0.86	0.0698	-0.035
0	2.18		38	56.2%	0.11	0.0516	-0.029	73	2.74	6.95				-0.90	0.0534	-0.030
0	1.98			59.3%	0.09	0.0401	-0.026	74	3.70	7.95				-0.92	0.0415	-0.027
0	1.87			63.1%	0.07	0.0321	-0.025	75	4.70	8.90				-0.93	0.0331	-0.025
0	1.68			65.4%	0.06	0.0264	-0.023	76	5.70	9.85				-0.95	0.0270	-0.024
0	1.86			72.8%	0.06	0.0221	-0.022	77	6.70	10.85				-0.95	0.0225	-0.023
0	1.80			76.6%	0.05	0.0188	-0.021	78	7.70	11.85				-0.96	0.0191	-0.022
0	1.80			81.0%	0.04	0.0162	-0.021	79	8.70	12.85				-0.96	0.0163	-0.021
0	1.93			87.4%	0.04	0.0141	-0.020	80	9.70	13.85				-0.97	0.0141	-0.020

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 28, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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XLE option chain State Street Energy Select Sector SPDR ETF

Volatility smile — Oct 28, 2026

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