XLI option chain State Street Industrial Select Sector SPDR ETF
Cboe delayed options data · as of 15:46 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 ±16.2% (140.21–194.51) · ATM IV 20.8% · P/C open interest 2.30
| 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 | |
| 83.85 | 86.75 | 34.8% | 0.99 | 0.0006 | 0.000 | 85 | 0.1700 | 2.39 | 47.5% | -0.01 | 0.0006 | -0.003 | ||||
| 78.50 | 82.00 | 0.99 | 0.0007 | 0.000 | 90 | 0.2400 | 0.5100 | 35.1% | -0.02 | 0.0008 | -0.003 | |||||
| 73.60 | 77.05 | 0.98 | 0.0009 | 0.000 | 95 | 0.3100 | 0.5800 | 33.5% | -0.02 | 0.0010 | -0.004 | |||||
| 69.75 | 72.45 | 29.7% | 0.98 | 0.0012 | 0.000 | 100 | 0.4000 | 0.6900 | 32.1% | -0.03 | 0.0012 | -0.004 | ||||
| 64.95 | 68.00 | 29.2% | 0.97 | 0.0014 | 0.000 | 105 | 0.5200 | 0.8300 | 30.8% | -0.03 | 0.0015 | -0.005 | ||||
| 60.70 | 63.45 | 30.0% | 0.96 | 0.0018 | 0.000 | 110 | 0.6500 | 1.00 | 1 | 29.5% | -0.04 | 0.0019 | -0.006 | |||
| 56.10 | 58.85 | 28.7% | 0.95 | 0.0022 | 0.000 | 115 | 0.8500 | 1.22 | 28.4% | -0.05 | 0.0024 | -0.007 | ||||
| 51.50 | 54.15 | 27.0% | 0.94 | 0.0028 | -0.001 | 120 | 1.09 | 1.47 | 27.3% | -0.06 | 0.0029 | -0.008 | ||||
| 47.15 | 48.70 | 23.9% | 0.93 | 0.0034 | -0.002 | 125 | 1.38 | 1.82 | 322 | 26.3% | -0.08 | 0.0036 | -0.009 | |||
| 42.60 | 45.20 | 24.9% | 0.91 | 0.0042 | -0.004 | 130 | 1.76 | 2.24 | 246 | 25.4% | -0.10 | 0.0044 | -0.010 | |||
| 38.40 | 41.05 | 24.5% | 0.89 | 0.0050 | -0.006 | 135 | 2.24 | 2.78 | 46 | 24.5% | -0.12 | 0.0053 | -0.012 | |||
| 33.90 | 36.85 | 1 | 23.2% | 0.86 | 0.0060 | -0.008 | 140 | 2.84 | 3.45 | 26 | 23.7% | -0.15 | 0.0064 | -0.013 | ||
| 30.00 | 32.85 | 22.7% | 0.83 | 0.0070 | -0.010 | 145 | 3.60 | 4.50 | 554 | 23.2% | -0.19 | 0.0076 | -0.015 | |||
| 26.45 | 29.00 | 24 | 22.4% | 0.79 | 0.0081 | -0.012 | 150 | 4.55 | 5.50 | 14 | 22.5% | -0.23 | 0.0089 | -0.016 | ||
| 22.95 | 25.40 | 5 | 21.9% | 0.75 | 0.0093 | -0.013 | 155 | 5.75 | 6.80 | 17 | 21.9% | -0.27 | 0.0102 | -0.018 | ||
| 19.55 | 21.80 | 22 | 21.2% | 0.70 | 0.0104 | -0.015 | 160 | 7.20 | 9.25 | 12 | 22.1% | -0.33 | 0.0116 | -0.019 | ||
| 16.55 | 18.55 | 40 | 20.7% | 0.65 | 0.0114 | -0.016 | 165 | 9.00 | 10.20 | 139 | 20.8% | -0.39 | 0.0130 | -0.020 | ||
| 13.20 | 14.85 | 84 | 19.1% | 0.59 | 0.0121 | -0.017 | 170 | 11.10 | 12.50 | 140 | 20.5% | -0.46 | 0.0142 | -0.021 | ||
| 11.40 | 13.10 | 24 | 20.0% | 0.53 | 0.0126 | -0.017 | 175 | 13.60 | 15.00 | 194 | 20.1% | -0.53 | 0.0152 | -0.021 | ||
| 9.30 | 10.10 | 1 | 104 | 19.1% | 0.47 | 0.0128 | -0.017 | 180 | 16.45 | 18.00 | 19.8% | -0.61 | 0.0158 | -0.021 | ||
| 6.55 | 8.90 | 9 | 18.8% | 0.41 | 0.0126 | -0.017 | 185 | 19.75 | 21.50 | 42 | 19.7% | -0.68 | 0.0163 | -0.020 | ||
| 5.90 | 7.25 | 124 | 19.3% | 0.35 | 0.0121 | -0.016 | 190 | 23.25 | 25.85 | 20.0% | -0.76 | 0.0170 | -0.020 | |||
| 4.70 | 5.85 | 95 | 19.2% | 0.30 | 0.0114 | -0.015 | 195 | 28.15 | 29.60 | 10 | 20.7% | -0.84 | 0.0180 | -0.021 | ||
| 3.60 | 4.70 | 201 | 19.1% | 0.25 | 0.0105 | -0.014 | 200 | 31.45 | 34.05 | 18.9% | -0.92 | 0.0195 | -0.021 | |||
| 2.78 | 3.75 | 19.0% | 0.21 | 0.0096 | -0.013 | 205 | 36.05 | 38.80 | -0.98 | 0.0083 | -0.027 | |||||
| 2.09 | 2.97 | 18.9% | 0.18 | 0.0085 | -0.011 | 210 | 41.05 | 44.75 | 23.2% | -1.00 | 0.0000 | -0.027 | ||||
| 1.56 | 2.37 | 2 | 18.9% | 0.15 | 0.0075 | -0.010 | 215 | 46.05 | 49.00 | -1.00 | 0.0000 | -0.027 | ||||
| 1.15 | 1.89 | 18.8% | 0.12 | 0.0065 | -0.009 | 220 | 51.05 | 53.95 | -1.00 | 0.0000 | -0.027 | |||||
| 1.03 | 1.52 | 33 | 19.2% | 0.10 | 0.0056 | -0.008 | 225 | 56.05 | 59.00 | -1.00 | 0.0000 | -0.027 | ||||
| 0.8000 | 1.23 | 19.4% | 0.08 | 0.0048 | -0.007 | 230 | 61.05 | 64.10 | -1.00 | 0.0000 | -0.027 | |||||
| 0.6100 | 1.00 | 19.5% | 0.07 | 0.0041 | -0.006 | 235 | 66.05 | 69.00 | -1.00 | 0.0000 | -0.027 | |||||
| 0.4800 | 0.8200 | 19.7% | 0.05 | 0.0035 | -0.005 | 240 | 71.05 | 74.10 | -1.00 | 0.0000 | -0.027 | |||||
| 0.3800 | 0.6900 | 19.9% | 0.05 | 0.0030 | -0.004 | 245 | 76.05 | 78.95 | -1.00 | 0.0000 | -0.027 | |||||
| 0.3000 | 0.5800 | 20.2% | 0.04 | 0.0025 | -0.004 | 250 | 81.05 | 84.60 | 34.7% | -1.00 | 0.0000 | -0.027 | ||||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs