XLU option chain State Street Utilities Select Sector SPDR ETF
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 ±4.9% (40.85–45.05) · ATM IV 16.4% · P/C open interest —
| 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 | |
| 3.75 | 7.50 | 27.8% | 0.98 | 0.0208 | 0.000 | 37.5 | 0 | 0.2000 | 23.9% | -0.05 | 0.0275 | -0.003 | ||||
| 3.05 | 7.00 | 0.97 | 0.0274 | 0.000 | 38 | 0 | 1.14 | 37.0% | -0.06 | 0.0338 | -0.004 | |||||
| 4.05 | 5.05 | 18.7% | 0.96 | 0.0363 | -0.001 | 38.5 | 0 | 0.8300 | 30.5% | -0.07 | 0.0419 | -0.004 | ||||
| 3.15 | 6.05 | 34.9% | 0.94 | 0.0483 | -0.002 | 39 | 0 | 1.20 | 32.5% | -0.09 | 0.0521 | -0.005 | ||||
| 3.15 | 4.10 | 19.3% | 0.92 | 0.0634 | -0.003 | 39.5 | 0 | 0.9500 | 27.0% | -0.11 | 0.0646 | -0.005 | ||||
| 2.60 | 3.75 | 18.9% | 0.89 | 0.0814 | -0.005 | 40 | 0 | 2.29 | 37.8% | -0.14 | 0.0797 | -0.006 | ||||
| 1.05 | 4.65 | 21.1% | 0.85 | 0.1017 | -0.006 | 40.5 | 0 | 2.30 | 34.7% | -0.18 | 0.0969 | -0.007 | ||||
| 0.5000 | 4.25 | 19.0% | 0.80 | 0.1224 | -0.007 | 41 | 0 | 1.71 | 26.3% | -0.23 | 0.1156 | -0.008 | ||||
| 1.00 | 3.90 | 26.7% | 0.74 | 0.1414 | -0.008 | 41.5 | 0 | 1.99 | 25.6% | -0.29 | 0.1344 | -0.009 | ||||
| 1.45 | 2.54 | 24.0% | 0.66 | 0.1563 | -0.009 | 42 | 0.3700 | 0.7500 | 14.9% | -0.36 | 0.1513 | -0.009 | ||||
| 0.5000 | 3.25 | 26.5% | 0.58 | 0.1651 | -0.010 | 42.5 | 0.5000 | 1.68 | 20.1% | -0.44 | 0.1637 | -0.010 | ||||
| 0.8700 | 1.17 | 16.9% | 0.50 | 0.1668 | -0.010 | 43 | 0.9200 | 1.24 | 2 | 15.9% | -0.52 | 0.1695 | -0.010 | |||
| 0.6600 | 0.8600 | 20 | 16.2% | 0.42 | 0.1616 | -0.009 | 43.5 | 1.12 | 1.40 | 14.1% | -0.60 | 0.1674 | -0.009 | |||
| 0.4800 | 2.14 | 28.2% | 0.34 | 0.1509 | -0.009 | 44 | 1.59 | 1.68 | 14.7% | -0.68 | 0.1577 | -0.009 | ||||
| 0 | 0.9000 | 16.5% | 0.27 | 0.1358 | -0.008 | 44.5 | 0.6500 | 4.05 | 21.3% | -0.76 | 0.1419 | -0.007 | ||||
| 0.2500 | 0.3200 | 1 | 15.5% | 0.21 | 0.1182 | -0.007 | 45 | 2.17 | 2.67 | 14.8% | -0.82 | 0.1218 | -0.006 | |||
| 0 | 1.26 | 24.6% | 0.16 | 0.0996 | -0.006 | 45.5 | 2.38 | 3.85 | 21.5% | -0.87 | 0.0998 | -0.004 | ||||
| 0 | 1.10 | 25.3% | 0.12 | 0.0815 | -0.005 | 46 | 1.43 | 5.30 | 16.9% | -0.91 | 0.0782 | -0.003 | ||||
| 0 | 0.9700 | 26.1% | 0.09 | 0.0654 | -0.004 | 46.5 | 1.83 | 4.90 | -0.94 | 0.0594 | -0.001 | |||||
| 0 | 0.8600 | 26.8% | 0.07 | 0.0523 | -0.003 | 47 | 2.31 | 6.25 | 16.1% | -0.96 | 0.0448 | -0.000 | ||||
| 0 | 0.9500 | 29.8% | 0.06 | 0.0423 | -0.003 | 47.5 | 2.79 | 6.75 | 16.6% | -0.97 | 0.0343 | 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 — 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.
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