XLRE option chain State Street Real Estate Select Sector SPDR ETF
Cboe delayed options data · as of 22:06 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 ±11.8% (36.69–46.53) · ATM IV 36.3% · P/C open interest 0.00
| 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 | |
| 7.60 | 12.50 | 40.5% | 0.98 | 0.0071 | -0.000 | 32 | 0 | 4.90 | 105.4% | -0.02 | 0.0072 | -0.002 | ||||
| 6.60 | 11.50 | 36.1% | 0.98 | 0.0098 | -0.001 | 33 | 0 | 4.90 | 98.4% | -0.02 | 0.0099 | -0.002 | ||||
| 5.50 | 10.40 | 19.9% | 0.97 | 0.0135 | -0.001 | 34 | 0 | 4.90 | 91.5% | -0.03 | 0.0136 | -0.003 | ||||
| 4.60 | 9.50 | 27.9% | 0.96 | 0.0188 | -0.002 | 35 | 0 | 2.25 | 58.0% | -0.04 | 0.0190 | -0.003 | ||||
| 3.60 | 8.50 | 23.9% | 0.95 | 0.0264 | -0.003 | 36 | 0 | 2.20 | 51.9% | -0.05 | 0.0268 | -0.004 | ||||
| 2.65 | 7.40 | 18.6% | 0.92 | 0.0373 | -0.004 | 37 | 0 | 4.90 | 71.2% | -0.08 | 0.0380 | -0.004 | ||||
| 1.65 | 6.50 | 17.4% | 0.89 | 0.0531 | -0.005 | 38 | 0 | 4.90 | 64.4% | -0.11 | 0.0543 | -0.005 | ||||
| 0.5000 | 5.00 | 0.84 | 0.0752 | -0.006 | 39 | 0 | 0.9500 | 23.3% | -0.16 | 0.0775 | -0.006 | |||||
| 0 | 3.20 | 0.77 | 0.1047 | -0.007 | 40 | 0 | 0.4500 | 2 | 13.3% | -0.24 | 0.1087 | -0.007 | ||||
| 0 | 4.90 | 1 | 28.6% | 0.66 | 0.1385 | -0.008 | 41 | 0 | 4.90 | 43.6% | -0.35 | 0.1461 | -0.008 | |||
| 0.8500 | 3.00 | 1 | 28.5% | 0.51 | 0.1633 | -0.008 | 42 | 1.00 | 5.00 | 1 | 44.2% | -0.51 | 0.1778 | -0.009 | ||
| 0.4000 | 0.7000 | 1 | 50 | 14.1% | 0.35 | 0.1584 | -0.007 | 43 | 0 | 4.90 | 27.5% | -0.70 | 0.1838 | -0.008 | ||
| 0 | 1.50 | 3 | 16 | 22.3% | 0.21 | 0.1243 | -0.006 | 44 | 0.1500 | 5.00 | 18.2% | -0.86 | 0.1605 | -0.007 | ||
| 0 | 0.2500 | 3 | 13.7% | 0.13 | 0.0850 | -0.004 | 45 | 1.00 | 5.00 | -0.97 | 0.1233 | -0.005 | ||||
| 0 | 4.90 | 58.6% | 0.08 | 0.0554 | -0.003 | 46 | 2.05 | 6.90 | 23.6% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 4.90 | 63.2% | 0.05 | 0.0362 | -0.002 | 47 | 3.10 | 7.90 | 27.7% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 4.90 | 67.5% | 0.03 | 0.0240 | -0.002 | 48 | 4.00 | 8.90 | 29.4% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 4.90 | 71.5% | 0.02 | 0.0164 | -0.001 | 49 | 5.00 | 9.90 | 32.4% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 4.90 | 75.4% | 0.01 | 0.0115 | -0.001 | 50 | 6.10 | 11.00 | 38.5% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 3.20 | 64.6% | 0.01 | 0.0082 | -0.001 | 51 | 7.00 | 11.90 | 38.0% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 4.90 | 10 | 82.6% | 0.01 | 0.0060 | -0.001 | 52 | 8.00 | 12.90 | 40.7% | -1.00 | 0.0000 | -0.005 | |||
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs