XLE option chain State Street Energy Select Sector SPDR ETF

Expiration Cboe delayed options data · as of 19:05 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 ±4.5% (64.71–70.84) · ATM IV 27.8% · 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
12.85	16.80				0.99	0.0034	-0.004	53	0	2.13			116.0%	-0.01	0.0034	-0.005
11.85	15.75				0.99	0.0042	-0.004	54	0	2.14			109.9%	-0.01	0.0042	-0.006
10.85	14.85				0.99	0.0053	-0.005	55	0	2.14			103.7%	-0.01	0.0053	-0.007
9.85	13.85				0.98	0.0067	-0.007	56	0	2.15			97.6%	-0.02	0.0067	-0.008
8.85	12.80				0.98	0.0086	-0.008	57	0	2.16			91.6%	-0.02	0.0086	-0.010
7.90	11.80				0.97	0.0112	-0.010	58	0	2.17			85.6%	-0.03	0.0112	-0.011
6.90	10.80				0.96	0.0146	-0.012	59	0	2.18			79.6%	-0.04	0.0146	-0.013
5.95	9.85			27.7%	0.95	0.0192	-0.015	60	0	2.20			73.8%	-0.05	0.0193	-0.016
4.95	8.90			27.8%	0.94	0.0256	-0.019	61	0	1.13			52.4%	-0.06	0.0257	-0.019
4.00	8.00			29.7%	0.91	0.0341	-0.023	62	0.0800	0.3000	3		33.7%	-0.09	0.0342	-0.024
3.05	6.95			25.5%	0.88	0.0451	-0.028	63	0.1700	0.4500	10		33.6%	-0.12	0.0452	-0.029
2.18	6.10			26.7%	0.83	0.0585	-0.034	64	0.2500	0.4500			29.8%	-0.17	0.0587	-0.035
1.36	5.00			22.8%	0.77	0.0735	-0.040	65	0.4300	0.6300	5		29.1%	-0.23	0.0739	-0.041
2.55	2.83			28.8%	0.70	0.0883	-0.046	66	0.6700	0.9000	12		28.5%	-0.31	0.0890	-0.046
1.93	2.12	6		28.1%	0.60	0.0997	-0.050	67	1.02	1.27	1		28.3%	-0.40	0.1008	-0.050
1.37	1.57			27.6%	0.50	0.1045	-0.051	68	1.47	1.72			27.9%	-0.50	0.1059	-0.051
0.9400	1.09			27.1%	0.40	0.1013	-0.049	69	2.04	2.28			27.7%	-0.61	0.1031	-0.050
0.6400	0.7700	50		27.4%	0.30	0.0915	-0.044	70	2.70	2.99			27.9%	-0.70	0.0936	-0.045
0.3800	0.6300			28.4%	0.23	0.0777	-0.038	71	2.14	5.70			35.2%	-0.78	0.0800	-0.039
0.2400	0.4600			29.1%	0.16	0.0627	-0.032	72	2.95	6.55			36.4%	-0.85	0.0654	-0.032
0.1500	1.16			41.8%	0.12	0.0488	-0.026	73	3.85	7.45			38.5%	-0.90	0.0517	-0.026
0	2.27			58.0%	0.09	0.0375	-0.021	74	4.85	8.35			41.4%	-0.93	0.0402	-0.022
0	2.23			62.3%	0.07	0.0291	-0.018	75	5.75	9.30			43.0%	-0.95	0.0323	-0.018
0	2.19			66.4%	0.05	0.0231	-0.015	76	6.70	10.30			46.0%	-0.96	0.0260	-0.016
0	2.17			70.6%	0.04	0.0189	-0.014	77	7.80	11.30			51.6%	-0.97	0.0217	-0.015
0	2.15			74.6%	0.04	0.0158	-0.013	78	8.80	12.30			55.2%	-0.98	0.0181	-0.013
0	2.15			78.6%	0.03	0.0134	-0.012	79	9.80	13.30			58.7%	-0.98	0.0152	-0.012
0	2.14			82.5%	0.03	0.0115	-0.012	80	10.75	14.30			61.2%	-0.99	0.0125	-0.012
0	2.14			86.3%	0.03	0.0100	-0.011	81	11.75	15.30			64.5%	-0.99	0.0104	-0.011
0	2.13			89.9%	0.02	0.0087	-0.011	82	12.75	16.30			67.7%	-0.99	0.0088	-0.011

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 — Nov 04, 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 — Nov 04, 2026

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