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 ±4.9% (64.29–70.90) · ATM IV 24.9% · P/C open interest 0.83
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 35 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 26.25 | 30.40 | 1 | 107.1% | 1.00 | 0.0001 | -0.000 | 40 | 0 | 2.13 | 176.3% | -0.00 | 0.0001 | -0.000 | |||
| 21.25 | 25.50 | 90.7% | 1.00 | 0.0002 | -0.000 | 45 | 0 | 2.13 | 8 | 144.8% | -0.00 | 0.0002 | -0.000 | |||
| 16.25 | 20.45 | 66.4% | 1.00 | 0.0008 | -0.001 | 50 | 0 | 2.13 | 116.1% | -0.00 | 0.0008 | -0.001 | ||||
| 13.70 | 17.45 | 70.9% | 1.00 | 0.0019 | -0.002 | 53 | 0 | 2.13 | 12 | 99.8% | -0.00 | 0.0019 | -0.002 | |||
| 12.30 | 16.45 | 53.5% | 0.99 | 0.0025 | -0.002 | 54 | 0 | 1.93 | 12 | 91.5% | -0.01 | 0.0025 | -0.002 | |||
| 11.70 | 15.45 | 62.3% | 0.99 | 0.0034 | -0.003 | 55 | 0 | 2.13 | 75 | 89.2% | -0.01 | 0.0034 | -0.003 | |||
| 10.30 | 14.50 | 48.0% | 0.99 | 0.0046 | -0.004 | 56 | 0 | 2.14 | 43 | 84.2% | -0.01 | 0.0047 | -0.004 | |||
| 9.80 | 14.00 | 46.1% | 0.99 | 0.0054 | -0.004 | 56.5 | 0 | 2.10 | 44 | 81.0% | -0.01 | 0.0055 | -0.004 | |||
| 9.30 | 13.50 | 44.2% | 0.99 | 0.0064 | -0.005 | 57 | 0 | 2.15 | 54 | 79.1% | -0.01 | 0.0064 | -0.005 | |||
| 8.80 | 13.00 | 42.4% | 0.98 | 0.0075 | -0.005 | 57.5 | 0 | 2.16 | 48 | 76.6% | -0.02 | 0.0075 | -0.005 | |||
| 8.30 | 12.50 | 1 | 2 | 40.5% | 0.98 | 0.0088 | -0.006 | 58 | 0 | 1.12 | 156 | 59.4% | -0.02 | 0.0089 | -0.006 | |
| 7.80 | 12.05 | 1 | 1 | 40.2% | 0.98 | 0.0104 | -0.007 | 58.5 | 0 | 0.3800 | 111 | 43.0% | -0.02 | 0.0104 | -0.007 | |
| 7.35 | 11.55 | 1 | 1 | 39.8% | 0.97 | 0.0122 | -0.008 | 59 | 0 | 1.59 | 301 | 61.6% | -0.03 | 0.0123 | -0.008 | |
| 6.85 | 11.05 | 1 | 1 | 37.9% | 0.97 | 0.0144 | -0.009 | 59.5 | 0 | 1.67 | 68 | 60.2% | -0.03 | 0.0145 | -0.009 | |
| 6.35 | 10.60 | 11 | 37.2% | 0.96 | 0.0170 | -0.011 | 60 | 0.0100 | 0.3900 | 9 | 338 | 37.8% | -0.04 | 0.0171 | -0.011 | |
| 5.90 | 10.10 | 1 | 36.4% | 0.95 | 0.0199 | -0.012 | 60.5 | 0 | 0.4200 | 331 | 377 | 36.4% | -0.05 | 0.0201 | -0.012 | |
| 5.40 | 9.65 | 4 | 35.4% | 0.94 | 0.0233 | -0.014 | 61 | 0 | 0.2500 | 57 | 197 | 30.5% | -0.06 | 0.0235 | -0.014 | |
| 4.95 | 9.20 | 2 | 35.2% | 0.93 | 0.0272 | -0.016 | 61.5 | 0 | 1.26 | 2 | 80 | 45.4% | -0.07 | 0.0274 | -0.016 | |
| 4.45 | 8.70 | 128 | 33.2% | 0.91 | 0.0315 | -0.018 | 62 | 0.1500 | 0.7000 | 60 | 629 | 37.6% | -0.09 | 0.0317 | -0.018 | |
| 4.00 | 8.00 | 194 | 28.5% | 0.90 | 0.0362 | -0.020 | 62.5 | 0 | 0.6600 | 1 | 338 | 32.7% | -0.10 | 0.0365 | -0.020 | |
| 3.50 | 7.85 | 2 | 86 | 32.0% | 0.88 | 0.0413 | -0.023 | 63 | 0.2300 | 1.03 | 86 | 342 | 38.3% | -0.12 | 0.0417 | -0.023 |
| 3.10 | 7.15 | 1 | 274 | 28.4% | 0.86 | 0.0468 | -0.025 | 63.5 | 0 | 0.7300 | 111 | 545 | 29.4% | -0.14 | 0.0472 | -0.025 |
| 2.69 | 6.95 | 11 | 282 | 31.1% | 0.83 | 0.0525 | -0.028 | 64 | 0.3100 | 0.7900 | 23 | 330 | 31.3% | -0.17 | 0.0530 | -0.028 |
| 2.13 | 6.25 | 4 | 247 | 25.7% | 0.81 | 0.0584 | -0.030 | 64.5 | 0 | 1.10 | 51 | 474 | 29.3% | -0.19 | 0.0590 | -0.030 |
| 1.57 | 5.60 | 55 | 310 | 20.9% | 0.78 | 0.0643 | -0.033 | 65 | 0.2400 | 1.78 | 372 | 356 | 35.9% | -0.22 | 0.0650 | -0.033 |
| 1.22 | 4.05 | 243 | 0.74 | 0.0701 | -0.035 | 65.5 | 0.1100 | 1.40 | 15 | 388 | 28.4% | -0.26 | 0.0709 | -0.035 | ||
| 1.54 | 4.40 | 76 | 462 | 24.2% | 0.71 | 0.0755 | -0.037 | 66 | 0.1600 | 1.10 | 128 | 493 | 22.9% | -0.29 | 0.0764 | -0.038 |
| 2.62 | 3.10 | 40 | 361 | 28.2% | 0.67 | 0.0803 | -0.039 | 66.5 | 0 | 1.56 | 162 | 332 | 23.4% | -0.33 | 0.0813 | -0.040 |
| 1.84 | 2.68 | 51 | 394 | 23.5% | 0.63 | 0.0842 | -0.041 | 67 | 0.8100 | 2.00 | 22 | 984 | 30.6% | -0.38 | 0.0854 | -0.041 |
| 1.71 | 2.29 | 151 | 579 | 24.1% | 0.58 | 0.0871 | -0.042 | 67.5 | 0.2200 | 2.39 | 74 | 255 | 25.7% | -0.42 | 0.0884 | -0.042 |
| 0.3200 | 2.50 | 1,063 | 1,724 | 19.2% | 0.54 | 0.0888 | -0.042 | 68 | 0.5400 | 2.43 | 59 | 74 | 24.9% | -0.46 | 0.0903 | -0.043 |
| 0.2200 | 1.91 | 70 | 925 | 17.7% | 0.50 | 0.0894 | -0.043 | 68.5 | 0.8900 | 2.53 | 216 | 270 | 24.4% | -0.51 | 0.0909 | -0.043 |
| 0.6800 | 2.13 | 201 | 851 | 27.1% | 0.45 | 0.0887 | -0.042 | 69 | 0.4800 | 3.60 | 11 | 36 | 25.2% | -0.55 | 0.0903 | -0.043 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 69.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1500 | 1.50 | 342 | 1,009 | 23.0% | 0.37 | 0.0841 | -0.040 | 70 | 2.45 | 3.30 | 1 | 1 | 28.6% | -0.64 | 0.0860 | -0.041 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 70.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2800 | 0.8200 | 149 | 897 | 23.6% | 0.29 | 0.0762 | -0.037 | 71 | 1.53 | 5.75 | 29.8% | -0.72 | 0.0784 | -0.038 | ||
| 0 | 1.16 | 8 | 29 | 27.9% | 0.22 | 0.0662 | -0.032 | 72 | 2.06 | 6.30 | 25.2% | -0.79 | 0.0686 | -0.033 | ||
| 0.2200 | 0.7100 | 16 | 79 | 27.5% | 0.20 | 0.0608 | -0.029 | 72.5 | 2.47 | 6.70 | 24.7% | -0.82 | 0.0633 | -0.031 | ||
| 0 | 0.8900 | 24 | 24 | 29.0% | 0.17 | 0.0553 | -0.027 | 73 | 2.89 | 7.10 | 23.8% | -0.84 | 0.0579 | -0.028 | ||
| 0 | 1.71 | 72 | 39.7% | 0.15 | 0.0500 | -0.025 | 73.5 | 3.35 | 7.55 | 2 | 23.8% | -0.87 | 0.0526 | -0.026 | ||
| 0 | 0.8500 | 7 | 123 | 35.6% | 0.09 | 0.0356 | -0.018 | 75 | 4.75 | 8.95 | 2 | -0.92 | 0.0378 | -0.020 | ||
| 0 | 1.75 | 1 | 63.6% | 0.03 | 0.0122 | -0.009 | 80 | 9.70 | 13.85 | -0.99 | 0.0104 | -0.007 | ||||
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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.