XLRE option chain State Street Real Estate Select Sector SPDR ETF
Cboe delayed options data · as of 09:39 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 ±2.1% (42.77–44.62) · ATM IV 12.1% · P/C open interest 0.41
| 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 | |
| 9.30 | 10.80 | 86.6% | 1.00 | 0.0006 | 0.000 | 34 | 0 | 0.0500 | 55.9% | -0.00 | 0.0006 | -0.000 | ||||
| 8.30 | 10.00 | 85.7% | 1.00 | 0.0010 | 0.000 | 35 | 0 | 0.0500 | 50.2% | -0.00 | 0.0010 | -0.000 | ||||
| 7.30 | 8.80 | 70.8% | 1.00 | 0.0018 | 0.000 | 36 | 0 | 0.0500 | 44.7% | -0.00 | 0.0018 | -0.000 | ||||
| 6.30 | 7.80 | 63.0% | 1.00 | 0.0034 | 0.000 | 37 | 0 | 0.0500 | 39.2% | -0.00 | 0.0034 | -0.001 | ||||
| 5.30 | 7.00 | 61.0% | 0.99 | 0.0065 | -0.000 | 38 | 0 | 0.0500 | 33.9% | -0.01 | 0.0066 | -0.001 | ||||
| 4.40 | 5.60 | 44.7% | 0.99 | 0.0130 | -0.001 | 39 | 0 | 0.0500 | 1 | 28.5% | -0.01 | 0.0132 | -0.002 | |||
| 3.40 | 4.60 | 6 | 37.3% | 0.98 | 0.0271 | -0.003 | 40 | 0 | 0.7500 | 1 | 45.7% | -0.02 | 0.0274 | -0.003 | ||
| 1.90 | 3.90 | 24.2% | 0.95 | 0.0580 | -0.005 | 41 | 0 | 0.1000 | 20.5% | -0.05 | 0.0589 | -0.005 | ||||
| 1.65 | 2.50 | 4 | 25.0% | 0.89 | 0.1248 | -0.009 | 42 | 0 | 0.2500 | 5 | 18.7% | -0.12 | 0.1274 | -0.009 | ||
| 0.8500 | 1.20 | 64 | 14.5% | 0.73 | 0.2446 | -0.014 | 43 | 0.1500 | 0.2000 | 2 | 390 | 12.8% | -0.28 | 0.2517 | -0.014 | |
| 0.2500 | 0.4000 | 40 | 122 | 11.2% | 0.44 | 0.3262 | -0.015 | 44 | 0.5500 | 0.6500 | 1 | 114 | 13.0% | -0.58 | 0.3418 | -0.015 |
| 0.0500 | 0.1500 | 6 | 961 | 12.8% | 0.17 | 0.2091 | -0.009 | 45 | 1.25 | 1.45 | 1 | 375 | 13.5% | -0.87 | 0.2489 | -0.011 |
| 0 | 0.0500 | 805 | 13.8% | 0.05 | 0.0828 | -0.004 | 46 | 1.15 | 2.60 | 28 | -0.99 | 0.0355 | -0.006 | |||
| 0 | 0.1000 | 2 | 279 | 21.2% | 0.02 | 0.0304 | -0.002 | 47 | 2.10 | 3.70 | 1 | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.7500 | 30 | 44.5% | 0.01 | 0.0119 | -0.001 | 48 | 3.50 | 4.70 | 1 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.7500 | 2 | 50.7% | 0.00 | 0.0051 | -0.000 | 49 | 4.00 | 5.70 | 4 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.7500 | 1 | 56.6% | 0.00 | 0.0024 | -0.000 | 50 | 5.40 | 6.90 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.7500 | 62.1% | 0.00 | 0.0012 | -0.000 | 51 | 6.40 | 7.90 | 1 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.7500 | 67.5% | 0.00 | 0.0006 | -0.000 | 52 | 7.40 | 8.90 | 1 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.7500 | 72.6% | 0.00 | 0.0003 | 0.000 | 53 | 8.40 | 9.90 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.7500 | 77.5% | 0.00 | 0.0002 | 0.000 | 54 | 9.40 | 11.10 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.7500 | 82.2% | 0.00 | 0.0001 | 0.000 | 55 | 10.00 | 12.40 | -1.00 | 0.0000 | -0.006 | |||||
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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