XLRE option chain State Street Real Estate Select Sector SPDR ETF

Expiration Cboe delayed options data · as of 18:39 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 ±8.9% (40.11–47.91) · ATM IV 18.0% · P/C open interest 1.41

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
17.10	21.00		2		0.99	0.0021	0.000	25	0	0.1000		26	43.8%	-0.01	0.0027	-0.001
12.20	16.20		13	32.4%	0.98	0.0057	0.000	30	0	0.5000		1,255	41.7%	-0.03	0.0069	-0.002
8.90	9.60		550		0.95	0.0162	-0.001	35	0.0500	0.3000		6,257	25.4%	-0.07	0.0185	-0.003
6.60	10.10		43	22.4%	0.94	0.0203	-0.001	36	0	1.60		136	35.7%	-0.08	0.0228	-0.004
5.60	9.10		74	19.5%	0.92	0.0255	-0.002	37	0.0500	0.4000		2,898	21.7%	-0.10	0.0283	-0.004
4.60	8.00		119	14.3%	0.90	0.0321	-0.002	38	0	2.00		7	31.9%	-0.12	0.0353	-0.004
3.70	7.20		18	16.9%	0.88	0.0407	-0.003	39	0	0.9500		221	21.0%	-0.15	0.0441	-0.004
4.30	5.00		465	17.9%	0.84	0.0516	-0.004	40	0	1.00		181	18.4%	-0.19	0.0552	-0.005
3.50	4.20		408	16.3%	0.80	0.0652	-0.004	41	0	1.35		1,146	17.6%	-0.24	0.0686	-0.005
1.65	3.80		425	12.7%	0.74	0.0813	-0.005	42	0	2.20		79	18.9%	-0.30	0.0841	-0.005
0.5000	4.10		333	15.5%	0.65	0.0978	-0.005	43	0.8500	1.70		587	16.7%	-0.39	0.0994	-0.005
1.50	1.85		94	14.8%	0.55	0.1101	-0.005	44	0.8500	3.60		68	21.2%	-0.49	0.1101	-0.005
1.05	1.25	12	1,320	14.2%	0.44	0.1119	-0.005	45	0.2500	4.00		1	14.9%	-0.60	0.1130	-0.005
0	2.00		54	16.3%	0.34	0.1025	-0.005	46	0.9000	4.40		4	13.3%	-0.70	0.1080	-0.005
0	2.50		33	22.0%	0.26	0.0871	-0.005	47	1.75	5.30		2	14.6%	-0.79	0.0964	-0.004
0	1.00		19	16.3%	0.20	0.0713	-0.004	48	2.60	6.10			14.2%	-0.86	0.0800	-0.004
0	0.5000		13	14.8%	0.16	0.0577	-0.004	49	3.50	6.90				-0.90	0.0628	-0.003
0	0.3500	1	3,233	15.3%	0.13	0.0469	-0.003	50	4.60	8.10		1	18.5%	-0.93	0.0476	-0.002
0	0.3000		96	16.4%	0.10	0.0384	-0.003	51	5.60	9.10		34	20.5%	-0.95	0.0355	-0.001
0	2.10		4	32.5%	0.09	0.0318	-0.003	52	6.60	10.10			22.5%	-0.97	0.0262	-0.001
0	0.3000	5	25	19.6%	0.07	0.0266	-0.003	53	7.60	11.10			24.4%	-0.98	0.0194	0.000
0	0.8000		71	26.8%	0.06	0.0225	-0.002	54	8.50	12.00			22.2%	-0.98	0.0144	0.000
0.1000	0.4500		140	25.9%	0.05	0.0192	-0.002	55	9.50	13.00			23.9%	-0.99	0.0107	0.000
0	0.1000		1,515	24.4%	0.03	0.0099	-0.002	60	14.10	18.00				-1.00	0.0028	0.000
0	0.6000		58	40.2%	0.02	0.0059	-0.001	65	19.10	23.30			33.4%	-1.00	0.0008	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 — Jan 15, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

callsputs

XLRE option chain State Street Real Estate Select Sector SPDR ETF

Volatility smile — Jan 15, 2027

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Energy