XLRE option chain State Street Real Estate Select Sector SPDR ETF
Cboe delayed options data · as of 12:43 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 ±3.7% (40.59–43.73) · ATM IV 14.8% · P/C open interest 1.06
| 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 | |
| 9.60 | 14.50 | 1.00 | 0.0007 | -0.000 | 30 | 0 | 1.15 | 92.9% | -0.00 | 0.0007 | -0.000 | |||||
| 7.00 | 11.90 | 1 | 53.7% | 1.00 | 0.0026 | -0.001 | 33 | 0 | 4.90 | 44 | 130.3% | -0.00 | 0.0026 | -0.001 | ||
| 6.00 | 10.90 | 48.2% | 0.99 | 0.0042 | -0.001 | 34 | 0 | 4.90 | 44 | 121.3% | -0.01 | 0.0042 | -0.001 | |||
| 5.00 | 9.90 | 42.8% | 0.99 | 0.0068 | -0.001 | 35 | 0 | 1.00 | 2 | 57.4% | -0.01 | 0.0068 | -0.001 | |||
| 4.00 | 8.90 | 37.5% | 0.99 | 0.0112 | -0.002 | 36 | 0 | 4.90 | 103.7% | -0.01 | 0.0113 | -0.002 | ||||
| 3.10 | 7.90 | 34.7% | 0.98 | 0.0189 | -0.002 | 37 | 0 | 4.90 | 6 | 95.0% | -0.02 | 0.0191 | -0.002 | |||
| 3.60 | 5.00 | 16.0% | 0.96 | 0.0324 | -0.003 | 38 | 0 | 0.3000 | 15 | 26.6% | -0.04 | 0.0329 | -0.003 | |||
| 2.70 | 3.70 | 0.93 | 0.0566 | -0.004 | 39 | 0 | 0.1500 | 4 | 31 | 18.1% | -0.07 | 0.0574 | -0.004 | |||
| 2.20 | 2.75 | 1 | 125 | 17.6% | 0.87 | 0.0983 | -0.006 | 40 | 0.1000 | 0.2000 | 11 | 1,281 | 15.7% | -0.13 | 0.1003 | -0.006 |
| 1.30 | 1.85 | 45 | 1,414 | 17.0% | 0.76 | 0.1625 | -0.008 | 41 | 0.1000 | 0.3500 | 140 | 1,319 | 14.6% | -0.24 | 0.1673 | -0.009 |
| 0.8000 | 1.10 | 48 | 966 | 15.2% | 0.58 | 0.2278 | -0.010 | 42 | 0.5000 | 0.7500 | 11 | 1,195 | 14.5% | -0.43 | 0.2394 | -0.010 |
| 0.3000 | 0.5000 | 56 | 486 | 13.1% | 0.35 | 0.2253 | -0.009 | 43 | 0.8500 | 1.25 | 6 | 90 | 11.5% | -0.69 | 0.2484 | -0.009 |
| 0.1000 | 0.2000 | 71 | 170 | 13.0% | 0.17 | 0.1495 | -0.006 | 44 | 1.60 | 2.30 | 107 | 14.4% | -0.89 | 0.1747 | -0.007 | |
| 0 | 0.7500 | 454 | 13.2% | 0.08 | 0.0803 | -0.004 | 45 | 1.75 | 3.80 | 51 | -0.98 | 0.0617 | -0.003 | |||
| 0 | 0.2500 | 2 | 103 | 20.6% | 0.04 | 0.0413 | -0.002 | 46 | 1.70 | 6.50 | 1 | 28.7% | -1.00 | 0.0096 | -0.000 | |
| 0 | 0.2000 | 2 | 197 | 23.1% | 0.02 | 0.0218 | -0.001 | 47 | 3.70 | 5.90 | -1.00 | 0.0006 | 0.000 | |||
| 0 | 0.3500 | 14 | 30.3% | 0.01 | 0.0121 | -0.001 | 48 | 4.80 | 6.80 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 91.3% | 0.01 | 0.0070 | -0.001 | 49 | 4.50 | 9.40 | 34.7% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 1.55 | 7 | 57.8% | 0.00 | 0.0042 | -0.000 | 50 | 5.60 | 10.50 | 43.2% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 4.90 | 101.2% | 0.00 | 0.0026 | -0.000 | 51 | 6.50 | 11.40 | 41.4% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 105.9% | 0.00 | 0.0017 | -0.000 | 52 | 7.60 | 12.50 | 50.1% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 4.90 | 110.4% | 0.00 | 0.0012 | -0.000 | 53 | 8.50 | 13.40 | 47.7% | -1.00 | 0.0000 | 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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs