XLU option chain State Street Utilities 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 ±2.2% (41.71–43.63) · ATM IV 15.0% · P/C open interest 1.37
| 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 | |
| 16.20 | 19.10 | 121.1% | 1.00 | 0.0005 | 0.000 | 25 | 0 | 2.33 | 318.3% | -0.00 | 0.0005 | -0.001 | ||||
| 11.55 | 13.95 | 124.4% | 1.00 | 0.0015 | -0.001 | 30 | 0 | 2.33 | 233.5% | -0.00 | 0.0015 | -0.002 | ||||
| 7.00 | 7.95 | 0.99 | 0.0050 | -0.002 | 35 | 0 | 1.63 | 137.9% | -0.01 | 0.0050 | -0.003 | |||||
| 4.80 | 6.00 | 0.99 | 0.0092 | -0.002 | 37 | 0 | 0.6300 | 79.7% | -0.01 | 0.0092 | -0.003 | |||||
| 4.00 | 5.00 | 1 | 0.99 | 0.0132 | -0.002 | 38 | 0 | 4.80 | 172.4% | -0.01 | 0.0133 | -0.003 | ||||
| 3.00 | 4.00 | 0.99 | 0.0205 | -0.003 | 39 | 0 | 0.0100 | 40 | 24.5% | -0.01 | 0.0206 | -0.003 | ||||
| 2.18 | 3.05 | 18 | 0.98 | 0.0392 | -0.004 | 40 | 0 | 0.0700 | 1 | 216 | 25.2% | -0.02 | 0.0396 | -0.004 | ||
| 1.59 | 2.48 | 0.96 | 0.0650 | -0.005 | 40.5 | 0 | 0.0400 | 3 | 23 | 19.0% | -0.04 | 0.0656 | -0.005 | |||
| 1.23 | 2.02 | 64 | 0.93 | 0.1164 | -0.008 | 41 | 0 | 0.0500 | 161 | 296 | 16.0% | -0.07 | 0.1178 | -0.009 | ||
| 0.8300 | 1.53 | 11 | 10.4% | 0.86 | 0.2008 | -0.013 | 41.5 | 0.0200 | 0.1300 | 259 | 553 | 16.2% | -0.14 | 0.2035 | -0.013 | |
| 0.6100 | 1.11 | 12 | 50 | 17.0% | 0.74 | 0.3081 | -0.019 | 42 | 0.1000 | 0.2400 | 172 | 480 | 15.8% | -0.26 | 0.3130 | -0.019 |
| 0.2700 | 0.7400 | 17 | 1,485 | 15.6% | 0.57 | 0.3909 | -0.022 | 42.5 | 0.1600 | 0.7500 | 44 | 3,694 | 14.4% | -0.44 | 0.3974 | -0.023 |
| 0.1600 | 0.3000 | 103 | 331 | 13.9% | 0.38 | 0.3795 | -0.021 | 43 | 0.3300 | 0.9300 | 20 | 1,627 | 16.3% | -0.63 | 0.3853 | -0.022 |
| 0 | 0.1900 | 9 | 297 | 13.8% | 0.21 | 0.2855 | -0.017 | 43.5 | 0.6800 | 1.22 | 1 | 887 | 14.3% | -0.80 | 0.2960 | -0.017 |
| 0 | 0.1300 | 34 | 392 | 16.5% | 0.11 | 0.1777 | -0.011 | 44 | 1.11 | 1.59 | 10 | 279 | -0.91 | 0.2023 | -0.012 | |
| 0 | 0.0900 | 70 | 1,696 | 18.8% | 0.05 | 0.0992 | -0.006 | 44.5 | 1.59 | 2.35 | 1 | 25.0% | -0.97 | 0.1114 | -0.007 | |
| 0 | 0.0300 | 41 | 284 | 18.2% | 0.03 | 0.0589 | -0.004 | 45 | 2.07 | 3.20 | 1 | 39.4% | -0.99 | 0.0436 | -0.005 | |
| 0 | 0.2100 | 79 | 177 | 32.0% | 0.02 | 0.0412 | -0.004 | 45.5 | 2.59 | 3.25 | 28.8% | -1.00 | 0.0237 | -0.005 | ||
| 0 | 0.0600 | 229 | 27.3% | 0.02 | 0.0319 | -0.004 | 46 | 3.05 | 4.05 | 43.4% | -1.00 | 0.0171 | -0.005 | |||
| 0 | 0.0600 | 145 | 30.4% | 0.02 | 0.0258 | -0.004 | 46.5 | 3.60 | 4.55 | 49.3% | -1.00 | 0.0136 | -0.005 | |||
| 0 | 0.0300 | 6 | 397 | 29.9% | 0.02 | 0.0215 | -0.004 | 47 | 4.10 | 4.95 | 49.7% | -1.00 | 0.0112 | -0.005 | ||
| 0 | 0.0200 | 139 | 30.8% | 0.02 | 0.0183 | -0.004 | 47.5 | 4.60 | 5.55 | 57.4% | -1.00 | 0.0094 | -0.005 | |||
| 0 | 0.2200 | 100 | 33.4% | 0.01 | 0.0158 | -0.004 | 48 | 5.05 | 6.20 | 64.9% | -1.00 | 0.0080 | -0.005 | |||
| 0 | 0.2600 | 1 | 56.1% | 0.01 | 0.0138 | -0.004 | 48.5 | 5.55 | 6.75 | 70.6% | -1.00 | 0.0068 | -0.005 | |||
| 0 | 0.2600 | 37 | 59.5% | 0.01 | 0.0122 | -0.004 | 49 | 6.10 | 7.05 | 68.7% | -1.00 | 0.0059 | -0.005 | |||
| 0 | 0.2500 | 36 | 62.2% | 0.01 | 0.0108 | -0.004 | 49.5 | 6.55 | 7.70 | 76.3% | -1.00 | 0.0052 | -0.005 | |||
| 0 | 0.2600 | 66.0% | 0.01 | 0.0097 | -0.004 | 50 | 6.90 | 8.25 | 75.8% | -1.00 | 0.0045 | -0.005 | ||||
| 0 | 0.2600 | 69.1% | 0.01 | 0.0088 | -0.004 | 50.5 | 7.55 | 8.75 | 85.4% | -1.00 | 0.0040 | -0.005 | ||||
| 0 | 0.2600 | 72.2% | 0.01 | 0.0080 | -0.004 | 51 | 8.05 | 9.25 | 88.9% | -1.00 | 0.0035 | -0.005 | ||||
| 0 | 0.2600 | 78.2% | 0.01 | 0.0067 | -0.004 | 52 | 9.05 | 10.05 | 86.7% | -1.00 | 0.0028 | -0.005 | ||||
| 0 | 0.2600 | 83.9% | 0.01 | 0.0057 | -0.004 | 53 | 9.95 | 11.25 | 97.8% | -1.00 | 0.0023 | -0.005 | ||||
| 0 | 0.2600 | 89.5% | 0.01 | 0.0049 | -0.004 | 54 | 10.95 | 12.25 | 103.9% | -1.00 | 0.0019 | -0.004 | ||||
| 0 | 0.2600 | 94.9% | 0.01 | 0.0043 | -0.004 | 55 | 12.05 | 13.25 | 114.7% | -1.00 | 0.0015 | -0.004 | ||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs