XLU option chain State Street Utilities Select Sector SPDR ETF
Cboe delayed options data · as of 18:45 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 ±1.6% (40.78–42.12) · ATM IV 19.0% · P/C open interest 0.39
| 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 | |
| 16.40 | 16.65 | 1 | 228.4% | 1.00 | 0.0004 | 0.000 | 25 | 0 | 0.0300 | 195.3% | -0.00 | 0.0004 | -0.001 | |||
| 11.40 | 12.30 | 2 | 231.5% | 1.00 | 0.0013 | -0.001 | 30 | 0 | 0.0500 | 139.4% | -0.00 | 0.0013 | -0.002 | |||
| 6.40 | 7.30 | 35 | 142.0% | 1.00 | 0.0049 | -0.002 | 35 | 0 | 0.0600 | 81.6% | -0.00 | 0.0049 | -0.003 | |||
| 5.90 | 6.70 | 127.5% | 0.99 | 0.0058 | -0.002 | 35.5 | 0 | 0.0200 | 64.6% | -0.01 | 0.0058 | -0.003 | ||||
| 5.40 | 6.25 | 2 | 121.9% | 0.99 | 0.0068 | -0.002 | 36 | 0 | 0.0100 | 22 | 54.6% | -0.01 | 0.0069 | -0.003 | ||
| 4.40 | 5.30 | 63 | 107.5% | 0.99 | 0.0101 | -0.003 | 37 | 0 | 0.0200 | 156 | 49.3% | -0.01 | 0.0101 | -0.003 | ||
| 3.90 | 4.80 | 2 | 98.8% | 0.99 | 0.0126 | -0.003 | 37.5 | 0 | 0.0200 | 285 | 44.3% | -0.01 | 0.0126 | -0.003 | ||
| 3.45 | 3.65 | 4 | 54.8% | 0.99 | 0.0161 | -0.003 | 38 | 0 | 0.0100 | 871 | 35.7% | -0.01 | 0.0161 | -0.003 | ||
| 2.96 | 3.10 | 4 | 44.5% | 0.99 | 0.0213 | -0.003 | 38.5 | 0 | 0.0200 | 50 | 91 | 34.1% | -0.01 | 0.0214 | -0.004 | |
| 2.40 | 2.70 | 1,124 | 41.7% | 0.99 | 0.0309 | -0.004 | 39 | 0 | 0.0100 | 4 | 5,045 | 26.3% | -0.01 | 0.0310 | -0.004 | |
| 1.97 | 2.08 | 1 | 41 | 31.0% | 0.98 | 0.0542 | -0.005 | 39.5 | 0 | 0.0200 | 8 | 1,369 | 23.9% | -0.02 | 0.0546 | -0.006 |
| 1.48 | 1.62 | 7 | 423 | 28.1% | 0.95 | 0.1141 | -0.011 | 40 | 0.0100 | 0.0300 | 6 | 2,062 | 21.2% | -0.05 | 0.1151 | -0.011 |
| 1.02 | 1.52 | 1 | 6,161 | 38.3% | 0.87 | 0.2356 | -0.021 | 40.5 | 0.0400 | 0.0600 | 39 | 2,700 | 19.4% | -0.13 | 0.2386 | -0.022 |
| 0.6200 | 0.6600 | 77 | 680 | 19.7% | 0.72 | 0.3975 | -0.036 | 41 | 0.1300 | 0.1600 | 291 | 3,179 | 19.1% | -0.28 | 0.4040 | -0.036 |
| 0.3200 | 0.3500 | 100 | 3,602 | 19.5% | 0.50 | 0.4766 | -0.043 | 41.5 | 0.3100 | 0.3600 | 75 | 1,579 | 18.5% | -0.51 | 0.4853 | -0.044 |
| 0.1400 | 0.1600 | 387 | 9,759 | 19.7% | 0.28 | 0.3902 | -0.037 | 42 | 0.6300 | 0.6800 | 327 | 247 | 18.6% | -0.73 | 0.3972 | -0.038 |
| 0.0600 | 0.0700 | 199 | 6,742 | 20.9% | 0.14 | 0.2438 | -0.025 | 42.5 | 1.01 | 1.16 | 57 | 43 | 20.2% | -0.87 | 0.2486 | -0.025 |
| 0.0300 | 0.0400 | 154 | 12.3K | 23.5% | 0.07 | 0.1361 | -0.015 | 43 | 1.45 | 1.61 | 34 | -0.94 | 0.1423 | -0.015 | ||
| 0.0200 | 0.0300 | 45 | 382 | 27.1% | 0.04 | 0.0749 | -0.009 | 43.5 | 1.96 | 2.07 | 1 | -0.98 | 0.0752 | -0.009 | ||
| 0 | 0.0100 | 34 | 3,688 | 24.9% | 0.02 | 0.0438 | -0.006 | 44 | 1.91 | 2.62 | -0.99 | 0.0380 | -0.007 | |||
| 0 | 0.0100 | 1 | 113 | 29.0% | 0.02 | 0.0286 | -0.005 | 44.5 | 2.94 | 3.10 | 1 | 10 | -0.99 | 0.0214 | -0.006 | |
| 0 | 0.0100 | 1 | 288 | 33.0% | 0.01 | 0.0210 | -0.004 | 45 | 2.75 | 3.60 | -1.00 | 0.0142 | -0.006 | |||
| 0 | 0.0200 | 12 | 40.4% | 0.01 | 0.0166 | -0.004 | 45.5 | 3.25 | 4.10 | -1.00 | 0.0107 | -0.006 | ||||
| 0 | 0.0200 | 19 | 44.5% | 0.01 | 0.0136 | -0.004 | 46 | 4.40 | 4.60 | -1.00 | 0.0086 | -0.006 | ||||
| 0 | 0.0200 | 15 | 48.4% | 0.01 | 0.0115 | -0.004 | 46.5 | 4.80 | 5.10 | 1 | -1.00 | 0.0072 | -0.006 | |||
| 0 | 0.0100 | 7 | 48.0% | 0.01 | 0.0099 | -0.004 | 47 | 5.25 | 5.60 | 2 | -1.00 | 0.0062 | -0.006 | |||
| 0 | 0.0200 | 1 | 56.1% | 0.01 | 0.0086 | -0.004 | 47.5 | 5.90 | 6.15 | 13 | -1.00 | 0.0054 | -0.006 | |||
| 0 | 0.0200 | 59.8% | 0.01 | 0.0076 | -0.004 | 48 | 6.30 | 6.60 | 12 | -1.00 | 0.0047 | -0.006 | ||||
| 0 | 0.0200 | 63.5% | 0.01 | 0.0068 | -0.004 | 48.5 | 6.65 | 7.15 | 1 | -1.00 | 0.0041 | -0.006 | ||||
| 0 | 0.0200 | 67.1% | 0.01 | 0.0060 | -0.004 | 49 | 7.10 | 7.65 | 1 | -1.00 | 0.0036 | -0.006 | ||||
| 0 | 0.0200 | 74.1% | 0.01 | 0.0049 | -0.004 | 50 | 7.95 | 8.80 | -1.00 | 0.0029 | -0.006 | |||||
| 0 | 0.0200 | 80.8% | 0.00 | 0.0041 | -0.003 | 51 | 9.10 | 9.65 | 1 | -1.00 | 0.0024 | -0.006 | ||||
| 0 | 0.0200 | 87.4% | 0.00 | 0.0035 | -0.003 | 52 | 10.20 | 10.65 | 2 | -1.00 | 0.0020 | -0.006 | ||||
| 0 | 0.0200 | 93.8% | 0.00 | 0.0030 | -0.003 | 53 | 11.15 | 11.65 | 1 | -1.00 | 0.0017 | -0.006 | ||||
| 0 | 0.0200 | 100.0% | 0.00 | 0.0026 | -0.003 | 54 | 11.75 | 12.65 | -1.00 | 0.0014 | -0.006 | |||||
| 0 | 0.5700 | 181.2% | 0.00 | 0.0023 | -0.003 | 55 | 12.75 | 13.65 | -1.00 | 0.0012 | -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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs