XLP option chain State Street Consumer Staples 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 ±3.1% (82.56–87.77) · ATM IV 71.5% · P/C open interest 2.86
| 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 | |
| 33.10 | 38.00 | 527.3% | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.0100 | 2 | 344.3% | -0.00 | 0.0001 | -0.002 | |||
| 28.05 | 33.00 | 1 | 432.2% | 1.00 | 0.0002 | 0.000 | 55 | 0 | 4.80 | 827.3% | -0.00 | 0.0002 | -0.002 | |||
| 23.10 | 28.00 | 1 | 365.5% | 1.00 | 0.0003 | 0.000 | 60 | 0 | 0.0200 | 249.6% | -0.00 | 0.0003 | -0.003 | |||
| 18.10 | 23.00 | 293.0% | 1.00 | 0.0006 | 0.000 | 65 | 0 | 0.0200 | 197.3% | -0.00 | 0.0006 | -0.003 | ||||
| 13.10 | 18.00 | 224.4% | 1.00 | 0.0012 | 0.000 | 70 | 0 | 0.0100 | 1 | 137.8% | -0.00 | 0.0012 | -0.004 | |||
| 9.55 | 14.00 | 1 | 209.0% | 1.00 | 0.0023 | 0.000 | 74 | 0 | 0.0200 | 110.3% | -0.00 | 0.0023 | -0.005 | |||
| 9.35 | 12.35 | 2 | 203.7% | 1.00 | 0.0027 | 0.000 | 75 | 0 | 0.0100 | 11 | 93.6% | -0.00 | 0.0027 | -0.005 | ||
| 7.15 | 12.00 | 2 | 2 | 149.8% | 1.00 | 0.0033 | -0.001 | 76 | 0 | 0.0200 | 91.8% | -0.00 | 0.0033 | -0.005 | ||
| 6.40 | 10.40 | 2 | 3 | 90.2% | 0.99 | 0.0042 | -0.001 | 77 | 0 | 0.0200 | 82.6% | -0.01 | 0.0042 | -0.005 | ||
| 6.50 | 9.40 | 3 | 167.5% | 0.99 | 0.0053 | -0.002 | 78 | 0 | 0.0200 | 10 | 73.4% | -0.01 | 0.0053 | -0.005 | ||
| 4.90 | 9.15 | 5 | 108.3% | 0.99 | 0.0061 | -0.002 | 78.5 | 0 | 0.0200 | 68.8% | -0.01 | 0.0061 | -0.006 | |||
| 4.10 | 9.00 | 2 | 105.8% | 0.99 | 0.0070 | -0.003 | 79 | 0 | 0.0200 | 64.3% | -0.01 | 0.0070 | -0.006 | |||
| 5.20 | 7.35 | 5 | 126.2% | 0.99 | 0.0082 | -0.003 | 79.5 | 0 | 0.0200 | 101 | 59.7% | -0.01 | 0.0082 | -0.006 | ||
| 3.10 | 7.65 | 4 | 0.99 | 0.0097 | -0.004 | 80 | 0 | 0.0200 | 27 | 55.1% | -0.01 | 0.0097 | -0.006 | |||
| 2.90 | 6.60 | 5 | 1 | 0.99 | 0.0117 | -0.004 | 80.5 | 0 | 0.0200 | 13 | 50.4% | -0.01 | 0.0117 | -0.006 | ||
| 2.10 | 6.85 | 3 | 68.1% | 0.99 | 0.0144 | -0.005 | 81 | 0 | 0.0200 | 126 | 45.8% | -0.01 | 0.0144 | -0.007 | ||
| 1.58 | 6.50 | 70.9% | 0.99 | 0.0181 | -0.006 | 81.5 | 0 | 0.0200 | 37 | 41.2% | -0.01 | 0.0181 | -0.007 | |||
| 1.10 | 5.70 | 15 | 39.6% | 0.98 | 0.0236 | -0.006 | 82 | 0 | 0.0200 | 43 | 36.5% | -0.01 | 0.0236 | -0.008 | ||
| 1.89 | 5.00 | 23 | 91.3% | 0.98 | 0.0322 | -0.008 | 82.5 | 0 | 0.0200 | 148 | 31.7% | -0.02 | 0.0322 | -0.009 | ||
| 1.89 | 3.00 | 29 | 38.4% | 0.98 | 0.0464 | -0.010 | 83 | 0 | 0.0200 | 5 | 155 | 26.9% | -0.02 | 0.0464 | -0.011 | |
| 0.4800 | 3.00 | 17 | 0.96 | 0.0733 | -0.013 | 83.5 | 0.0100 | 0.0800 | 5 | 164 | 29.6% | -0.04 | 0.0733 | -0.014 | ||
| 0 | 4.80 | 75 | 90.8% | 0.94 | 0.1328 | -0.022 | 84 | 0 | 4.80 | 223 | 573 | 171.1% | -0.06 | 0.1328 | -0.023 | |
| 0.1000 | 5.00 | 5 | 261 | 116.5% | 0.87 | 0.2674 | -0.050 | 84.5 | 0 | 0.3400 | 16 | 312 | 27.5% | -0.13 | 0.2676 | -0.051 |
| 0.0100 | 4.95 | 73 | 746 | 127.6% | 0.70 | 0.4715 | -0.139 | 85 | 0 | 0.2500 | 5,067 | 10.1K | 15.4% | -0.30 | 0.4768 | -0.139 |
| 0 | 0.6200 | 103 | 219 | 20.3% | 0.44 | 0.5338 | -0.238 | 85.5 | 0.1000 | 4.00 | 25 | 541 | 111.0% | -0.57 | 0.5645 | -0.240 |
| 0.0100 | 5.00 | 10 | 464 | 155.8% | 0.21 | 0.3808 | -0.089 | 86 | 0.0100 | 4.95 | 20 | 562 | 120.0% | -0.81 | 0.4130 | -0.099 |
| 0.0200 | 0.0800 | 65 | 626 | 20.3% | 0.09 | 0.1937 | -0.030 | 86.5 | 0.2600 | 5.00 | 2 | 57 | 112.1% | -0.94 | 0.1816 | -0.053 |
| 0 | 0.0400 | 4 | 253 | 21.6% | 0.04 | 0.0959 | -0.015 | 87 | 0 | 4.80 | 1 | 13 | 80.2% | -0.98 | 0.0728 | -0.044 |
| 0 | 0.0200 | 5 | 127 | 23.7% | 0.03 | 0.0591 | -0.011 | 87.5 | 0.0600 | 4.95 | 5 | 63.3% | -0.99 | 0.0414 | -0.043 | |
| 0 | 0.0200 | 3 | 325 | 28.3% | 0.02 | 0.0423 | -0.011 | 88 | 1.63 | 4.60 | 79.4% | -0.99 | 0.0294 | -0.042 | ||
| 0 | 0.0200 | 120 | 32.7% | 0.02 | 0.0325 | -0.010 | 88.5 | 0.6500 | 5.50 | 3 | -0.99 | 0.0226 | -0.042 | |||
| 0 | 0.0200 | 1,012 | 37.0% | 0.02 | 0.0260 | -0.010 | 89 | 1.31 | 6.00 | -0.99 | 0.0182 | -0.042 | ||||
| 0 | 0.0200 | 21 | 41.3% | 0.02 | 0.0214 | -0.010 | 89.5 | 2.35 | 6.45 | 83.6% | -0.99 | 0.0150 | -0.042 | |||
| 0 | 0.0200 | 49 | 45.4% | 0.01 | 0.0180 | -0.010 | 90 | 3.90 | 6.55 | 118.6% | -0.99 | 0.0127 | -0.043 | |||
| 0 | 0.0200 | 1 | 49.5% | 0.01 | 0.0154 | -0.010 | 90.5 | 2.90 | 7.45 | 60.1% | -0.99 | 0.0109 | -0.043 | |||
| 0 | 0.0200 | 25 | 53.5% | 0.01 | 0.0134 | -0.010 | 91 | 3.05 | 7.95 | -0.99 | 0.0095 | -0.043 | ||||
| 0 | 0.0200 | 2 | 61.4% | 0.01 | 0.0104 | -0.010 | 92 | 4.20 | 9.00 | -0.99 | 0.0074 | -0.043 | ||||
| 0 | 0.0200 | 69.1% | 0.01 | 0.0084 | -0.009 | 93 | 5.15 | 10.00 | -0.99 | 0.0060 | -0.043 | |||||
| 0 | 0.0200 | 101 | 76.6% | 0.01 | 0.0069 | -0.009 | 94 | 6.10 | 11.00 | -1.00 | 0.0049 | -0.043 | ||||
| 0 | 0.2300 | 2 | 122.0% | 0.01 | 0.0058 | -0.009 | 95 | 7.40 | 12.00 | 109.8% | -1.00 | 0.0042 | -0.043 | |||
| 0 | 4.80 | 390.3% | 0.01 | 0.0030 | -0.009 | 100 | 12.55 | 17.00 | 174.9% | -1.00 | 0.0022 | -0.042 | ||||
| 0 | 4.80 | 453.4% | 0.00 | 0.0019 | -0.008 | 105 | 17.80 | 22.00 | 245.1% | -1.00 | 0.0013 | -0.042 | ||||
| 0 | 4.80 | 510.4% | 0.00 | 0.0013 | -0.008 | 110 | 24.05 | 26.50 | 347.0% | -1.00 | 0.0009 | -0.042 | ||||
| 0 | 4.80 | 562.6% | 0.00 | 0.0010 | -0.007 | 115 | 27.05 | 32.00 | -1.00 | 0.0007 | -0.042 | |||||
| 0 | 4.80 | 610.9% | 0.00 | 0.0008 | -0.007 | 120 | 32.30 | 37.00 | -1.00 | 0.0005 | -0.042 | |||||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs