XLE option chain State Street Energy Select Sector SPDR ETF
Cboe delayed options data · as of 16:05 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 ±9.8% (60.72–73.97) · ATM IV 26.4% · P/C open interest 0.14
| 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 | |
| 31.90 | 33.65 | 2 | 74.6% | 1.00 | 0.0002 | 0.000 | 35 | 0 | 0.0800 | 34 | 62.8% | -0.00 | 0.0003 | -0.001 | ||
| 29.80 | 31.70 | 64.6% | 1.00 | 0.0003 | 0.000 | 37 | 0 | 0.0700 | 13 | 57.0% | -0.00 | 0.0004 | -0.001 | |||
| 29.50 | 31.20 | 72.1% | 1.00 | 0.0003 | 0.000 | 37.5 | 0 | 0.0800 | 59 | 56.7% | -0.00 | 0.0004 | -0.001 | |||
| 28.95 | 30.70 | 68.5% | 1.00 | 0.0004 | 0.000 | 38 | 0 | 0.0700 | 13 | 54.7% | -0.00 | 0.0005 | -0.001 | |||
| 28.45 | 30.20 | 66.9% | 1.00 | 0.0004 | 0.000 | 38.5 | 0 | 0.0400 | 10 | 50.1% | -0.00 | 0.0005 | -0.001 | |||
| 28.00 | 29.70 | 67.1% | 1.00 | 0.0004 | 0.000 | 39 | 0 | 0.0700 | 6 | 52.4% | -0.00 | 0.0006 | -0.001 | |||
| 27.45 | 29.40 | 5 | 70.2% | 1.00 | 0.0004 | 0.000 | 39.5 | 0 | 0.0400 | 2 | 48.0% | -0.00 | 0.0006 | -0.001 | ||
| 27.15 | 28.70 | 50 | 68.5% | 1.00 | 0.0005 | 0.000 | 40 | 0 | 0.0900 | 24 | 51.8% | -0.00 | 0.0007 | -0.001 | ||
| 26.45 | 28.10 | 11 | 55.6% | 1.00 | 0.0006 | 0.000 | 40.5 | 0 | 0.0400 | 21 | 46.0% | -0.00 | 0.0007 | -0.001 | ||
| 25.95 | 27.70 | 35 | 58.8% | 1.00 | 0.0006 | 0.000 | 41 | 0 | 0.0700 | 251 | 48.0% | -0.00 | 0.0008 | -0.001 | ||
| 25.45 | 27.15 | 55.1% | 1.00 | 0.0007 | 0.000 | 41.5 | 0 | 0.0700 | 1 | 47.0% | -0.00 | 0.0009 | -0.001 | |||
| 25.00 | 26.75 | 32 | 59.3% | 1.00 | 0.0007 | 0.000 | 42 | 0 | 0.0400 | 51 | 43.0% | -0.00 | 0.0010 | -0.001 | ||
| 24.45 | 26.25 | 56.1% | 1.00 | 0.0008 | 0.000 | 42.5 | 0 | 0.0800 | 1 | 45.7% | -0.00 | 0.0010 | -0.001 | |||
| 24.00 | 25.75 | 6 | 56.3% | 1.00 | 0.0009 | 0.000 | 43 | 0 | 0.0700 | 8 | 43.9% | -0.00 | 0.0012 | -0.001 | ||
| 23.50 | 25.25 | 54.8% | 1.00 | 0.0010 | 0.000 | 43.5 | 0 | 0.0800 | 147 | 43.6% | -0.01 | 0.0012 | -0.001 | |||
| 22.85 | 24.75 | 1 | 47.4% | 1.00 | 0.0010 | 0.000 | 44 | 0 | 0.0800 | 31 | 42.6% | -0.01 | 0.0014 | -0.001 | ||
| 22.50 | 24.25 | 1 | 51.9% | 1.00 | 0.0012 | 0.000 | 44.5 | 0 | 0.0900 | 42.2% | -0.01 | 0.0015 | -0.001 | |||
| 22.05 | 23.70 | 101 | 50.5% | 1.00 | 0.0013 | 0.000 | 45 | 0 | 0.0600 | 256 | 39.1% | -0.01 | 0.0016 | -0.001 | ||
| 21.50 | 23.25 | 108 | 49.0% | 1.00 | 0.0014 | 0.000 | 45.5 | 0 | 0.0900 | 34 | 40.2% | -0.01 | 0.0018 | -0.002 | ||
| 20.95 | 22.75 | 5 | 45.9% | 0.99 | 0.0015 | 0.000 | 46 | 0 | 0.0500 | 47 | 36.4% | -0.01 | 0.0020 | -0.002 | ||
| 20.50 | 22.25 | 1 | 46.3% | 0.99 | 0.0017 | 0.000 | 46.5 | 0 | 0.0600 | 9 | 36.3% | -0.01 | 0.0022 | -0.002 | ||
| 19.90 | 21.80 | 16 | 43.2% | 0.99 | 0.0019 | 0.000 | 47 | 0 | 0.1000 | 138 | 37.8% | -0.01 | 0.0024 | -0.002 | ||
| 19.50 | 21.30 | 25 | 45.0% | 0.99 | 0.0021 | 0.000 | 47.5 | 0 | 0.0600 | 78 | 34.4% | -0.01 | 0.0026 | -0.002 | ||
| 19.05 | 20.80 | 29.0K | 45.0% | 0.99 | 0.0023 | 0.000 | 48 | 0 | 0.1000 | 209 | 35.9% | -0.01 | 0.0028 | -0.002 | ||
| 18.55 | 20.30 | 38 | 43.6% | 0.99 | 0.0026 | 0.000 | 48.5 | 0 | 0.0800 | 823 | 33.9% | -0.01 | 0.0031 | -0.002 | ||
| 18.05 | 19.80 | 50 | 42.3% | 0.99 | 0.0028 | 0.000 | 49 | 0 | 0.1100 | 14 | 34.4% | -0.01 | 0.0034 | -0.002 | ||
| 17.55 | 19.30 | 56 | 41.0% | 0.99 | 0.0031 | -0.000 | 49.5 | 0 | 0.1100 | 3 | 33.5% | -0.01 | 0.0038 | -0.003 | ||
| 17.05 | 18.80 | 327 | 39.7% | 0.99 | 0.0035 | -0.000 | 50 | 0 | 0.0900 | 1,543 | 31.6% | -0.02 | 0.0042 | -0.003 | ||
| 16.45 | 18.35 | 60 | 37.2% | 0.99 | 0.0039 | -0.001 | 50.5 | 0.0200 | 0.1000 | 90 | 32.0% | -0.02 | 0.0046 | -0.003 | ||
| 16.05 | 17.85 | 127 | 38.4% | 0.98 | 0.0043 | -0.001 | 51 | 0.0300 | 0.1000 | 2 | 104 | 31.5% | -0.02 | 0.0051 | -0.003 | |
| 15.55 | 17.35 | 17 | 37.1% | 0.98 | 0.0048 | -0.001 | 51.5 | 0 | 0.1300 | 73 | 30.5% | -0.02 | 0.0056 | -0.003 | ||
| 15.15 | 16.80 | 3,245 | 36.9% | 0.98 | 0.0053 | -0.001 | 52 | 0.0400 | 0.1400 | 144 | 31.2% | -0.02 | 0.0062 | -0.004 | ||
| 14.60 | 16.40 | 59 | 36.6% | 0.98 | 0.0059 | -0.002 | 52.5 | 0 | 0.1500 | 335 | 29.3% | -0.03 | 0.0069 | -0.004 | ||
| 14.20 | 15.90 | 238 | 37.1% | 0.98 | 0.0066 | -0.002 | 53 | 0 | 0.1700 | 162 | 29.0% | -0.03 | 0.0077 | -0.004 | ||
| 12.25 | 13.75 | 1 | 1,002 | 30.5% | 0.96 | 0.0103 | -0.004 | 55 | 0.1000 | 0.2500 | 497 | 28.9% | -0.05 | 0.0116 | -0.006 | |
| 8.20 | 8.60 | 22 | 3,561 | 27.0% | 0.87 | 0.0274 | -0.011 | 60 | 0.6100 | 0.7200 | 1 | 636 | 27.4% | -0.15 | 0.0286 | -0.013 |
| 4.50 | 4.70 | 4 | 2,333 | 25.7% | 0.67 | 0.0472 | -0.020 | 65 | 1.89 | 2.16 | 4 | 252 | 27.0% | -0.35 | 0.0474 | -0.020 |
| 1.97 | 2.25 | 7 | 915 | 25.6% | 0.42 | 0.0512 | -0.021 | 70 | 4.45 | 4.60 | 182 | 26.3% | -0.60 | 0.0503 | -0.020 | |
| 0.7100 | 0.8800 | 12 | 2,101 | 25.4% | 0.21 | 0.0372 | -0.015 | 75 | 7.65 | 8.80 | 88 | 26.3% | -0.81 | 0.0378 | -0.015 | |
| 0.2400 | 0.5100 | 6 | 799 | 28.0% | 0.09 | 0.0206 | -0.009 | 80 | 11.50 | 13.40 | 1 | -0.94 | 0.0280 | -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 — Dec 31, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs