XLE option chain State Street Energy Select Sector SPDR ETF
Cboe delayed options data · as of 21:40 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 ±14.9% (54.98–74.23) · ATM IV 25.4% · P/C open interest 1.69
| 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 | |
| 28.15 | 31.80 | 3 | 47.9% | 0.99 | 0.0013 | 0.000 | 35 | 0 | 0.2700 | 6 | 43.3% | -0.01 | 0.0013 | -0.001 | ||
| 23.70 | 26.35 | 135 | 36.5% | 0.98 | 0.0026 | 0.000 | 40 | 0 | 0.2700 | 797 | 35.0% | -0.02 | 0.0026 | -0.002 | ||
| 22.00 | 25.00 | 43.4% | 0.98 | 0.0034 | 0.000 | 42 | 0.0300 | 0.3400 | 33.7% | -0.02 | 0.0034 | -0.002 | ||||
| 21.40 | 23.35 | 38.8% | 0.98 | 0.0039 | 0.000 | 43 | 0.0500 | 0.3500 | 32.7% | -0.02 | 0.0040 | -0.002 | ||||
| 20.15 | 22.05 | 29.6% | 0.97 | 0.0045 | 0.000 | 44 | 0.0700 | 0.4000 | 32.1% | -0.03 | 0.0046 | -0.002 | ||||
| 19.05 | 21.10 | 1 | 43 | 26.4% | 0.97 | 0.0052 | 0.000 | 45 | 0.1000 | 0.2500 | 5,475 | 28.9% | -0.03 | 0.0054 | -0.003 | |
| 19.00 | 20.20 | 2 | 36.1% | 0.96 | 0.0061 | 0.000 | 46 | 0.1500 | 0.2900 | 35 | 28.7% | -0.04 | 0.0062 | -0.003 | ||
| 17.45 | 19.25 | 29.7% | 0.96 | 0.0070 | -0.000 | 47 | 0.1900 | 0.3700 | 17 | 28.6% | -0.04 | 0.0072 | -0.003 | |||
| 17.15 | 18.30 | 33.8% | 0.95 | 0.0081 | -0.001 | 48 | 0.2400 | 0.4200 | 424 | 28.1% | -0.05 | 0.0084 | -0.003 | |||
| 15.45 | 17.55 | 22 | 28.4% | 0.94 | 0.0094 | -0.001 | 49 | 0.2600 | 0.4800 | 16 | 27.3% | -0.06 | 0.0097 | -0.004 | ||
| 15.30 | 16.10 | 459 | 179 | 29.4% | 0.93 | 0.0108 | -0.002 | 50 | 0.4000 | 0.4500 | 1 | 22.7K | 26.6% | -0.07 | 0.0112 | -0.004 |
| 14.45 | 15.60 | 20 | 31.3% | 0.92 | 0.0124 | -0.003 | 51 | 0.2700 | 0.7700 | 262 | 26.4% | -0.09 | 0.0128 | -0.005 | ||
| 12.65 | 14.65 | 45 | 24.8% | 0.90 | 0.0141 | -0.003 | 52 | 0.5200 | 0.7900 | 542 | 26.5% | -0.10 | 0.0146 | -0.005 | ||
| 12.10 | 13.85 | 64 | 26.7% | 0.89 | 0.0159 | -0.004 | 53 | 0.5000 | 1.01 | 1,593 | 26.0% | -0.12 | 0.0165 | -0.006 | ||
| 11.10 | 13.00 | 178 | 25.6% | 0.87 | 0.0178 | -0.005 | 54 | 0.6200 | 0.8900 | 1,463 | 3,592 | 24.3% | -0.14 | 0.0185 | -0.007 | |
| 10.35 | 12.00 | 10 | 217 | 24.8% | 0.85 | 0.0198 | -0.005 | 55 | 0.9500 | 1.30 | 22 | 21.0K | 26.0% | -0.16 | 0.0206 | -0.007 |
| 10.35 | 11.40 | 132 | 28.5% | 0.82 | 0.0217 | -0.006 | 56 | 1.14 | 1.58 | 1 | 223 | 26.1% | -0.18 | 0.0226 | -0.008 | |
| 8.80 | 10.60 | 57 | 25.1% | 0.80 | 0.0236 | -0.007 | 57 | 1.45 | 1.81 | 1 | 426 | 26.2% | -0.21 | 0.0246 | -0.009 | |
| 8.85 | 9.80 | 735 | 27.4% | 0.77 | 0.0254 | -0.008 | 58 | 1.72 | 2.02 | 2 | 471 | 25.9% | -0.24 | 0.0266 | -0.009 | |
| 7.30 | 9.05 | 5 | 723 | 24.2% | 0.74 | 0.0271 | -0.009 | 59 | 2.00 | 2.26 | 23 | 3,936 | 25.6% | -0.27 | 0.0284 | -0.010 |
| 7.35 | 8.00 | 4 | 18.1K | 25.2% | 0.71 | 0.0286 | -0.009 | 60 | 2.30 | 2.59 | 140 | 14.7K | 25.4% | -0.30 | 0.0300 | -0.010 |
| 6.15 | 7.70 | 600 | 24.4% | 0.68 | 0.0300 | -0.010 | 61 | 2.67 | 3.10 | 41 | 403 | 25.8% | -0.33 | 0.0314 | -0.011 | |
| 6.30 | 7.05 | 1 | 634 | 26.4% | 0.65 | 0.0311 | -0.010 | 62 | 3.10 | 3.35 | 112 | 4,081 | 25.4% | -0.36 | 0.0327 | -0.011 |
| 5.80 | 6.35 | 5 | 12.8K | 26.0% | 0.62 | 0.0321 | -0.011 | 63 | 3.50 | 3.75 | 28 | 751 | 25.1% | -0.40 | 0.0338 | -0.012 |
| 5.25 | 5.85 | 437 | 26.0% | 0.59 | 0.0328 | -0.011 | 64 | 3.95 | 4.20 | 36 | 599 | 25.0% | -0.43 | 0.0346 | -0.012 | |
| 4.75 | 5.25 | 36 | 1,709 | 25.6% | 0.55 | 0.0333 | -0.011 | 65 | 4.50 | 4.75 | 34 | 808 | 25.2% | -0.47 | 0.0352 | -0.012 |
| 4.20 | 4.75 | 40 | 554 | 25.2% | 0.52 | 0.0336 | -0.011 | 66 | 5.00 | 5.30 | 7 | 401 | 25.1% | -0.50 | 0.0355 | -0.012 |
| 3.90 | 4.15 | 71 | 563 | 25.0% | 0.49 | 0.0337 | -0.011 | 67 | 5.60 | 5.85 | 81 | 1,134 | 25.1% | -0.54 | 0.0357 | -0.012 |
| 3.55 | 3.75 | 11 | 520 | 25.1% | 0.46 | 0.0335 | -0.011 | 68 | 6.20 | 6.50 | 18 | 25.1% | -0.57 | 0.0357 | -0.012 | |
| 3.15 | 3.40 | 5 | 76 | 25.0% | 0.42 | 0.0332 | -0.011 | 69 | 6.60 | 7.95 | 26.7% | -0.60 | 0.0355 | -0.011 | ||
| 2.88 | 3.10 | 562 | 1,058 | 25.3% | 0.39 | 0.0326 | -0.011 | 70 | 7.40 | 7.85 | 16 | 12 | 24.9% | -0.64 | 0.0351 | -0.011 |
| 2.58 | 2.95 | 30 | 48 | 25.7% | 0.37 | 0.0318 | -0.011 | 71 | 7.80 | 9.50 | 5 | 26.8% | -0.67 | 0.0347 | -0.011 | |
| 2.31 | 2.68 | 100 | 1,092 | 25.8% | 0.34 | 0.0309 | -0.011 | 72 | 8.65 | 9.30 | 24.3% | -0.70 | 0.0341 | -0.011 | ||
| 1.68 | 1.97 | 75 | 5,493 | 26.0% | 0.26 | 0.0274 | -0.010 | 75 | 10.85 | 11.95 | 24.6% | -0.78 | 0.0317 | -0.010 | ||
| 0.9400 | 1.30 | 52 | 1,809 | 26.9% | 0.17 | 0.0208 | -0.008 | 80 | 15.15 | 16.10 | 19.6% | -0.89 | 0.0244 | -0.007 | ||
| 0.4000 | 0.7400 | 4 | 103 | 26.3% | 0.12 | 0.0152 | -0.006 | 85 | 19.75 | 21.75 | 28.3% | -0.95 | 0.0148 | -0.003 | ||
| 0.3700 | 0.4600 | 1 | 1,912 | 28.2% | 0.08 | 0.0110 | -0.005 | 90 | 24.10 | 26.05 | -0.98 | 0.0072 | 0.000 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs