XLU option chain State Street Utilities Select Sector SPDR ETF
Cboe delayed options data · as of 06:44 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 ±2.5% (40.31–42.41) · ATM IV 18.6% · P/C open interest 0.17
| 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 | |
| 16.25 | 17.30 | 200.8% | 1.00 | 0.0005 | 0.000 | 25 | 0 | 1.04 | 219.5% | -0.00 | 0.0005 | -0.001 | ||||
| 11.10 | 12.30 | 131.1% | 1.00 | 0.0017 | -0.000 | 30 | 0 | 0.5000 | 127.6% | -0.00 | 0.0017 | -0.002 | ||||
| 5.50 | 7.45 | 4 | 53.1% | 0.99 | 0.0065 | -0.001 | 35 | 0 | 0.2400 | 1 | 6 | 64.2% | -0.01 | 0.0066 | -0.002 | |
| 5.40 | 7.15 | 79.3% | 0.99 | 0.0077 | -0.002 | 35.5 | 0 | 0.1400 | 1 | 2 | 53.4% | -0.01 | 0.0078 | -0.002 | ||
| 5.25 | 5.75 | 1 | 4 | 49.3% | 0.99 | 0.0093 | -0.002 | 36 | 0 | 0.1300 | 130 | 48.7% | -0.01 | 0.0094 | -0.002 | |
| 4.25 | 5.40 | 66.7% | 0.99 | 0.0145 | -0.002 | 37 | 0 | 0.2200 | 433 | 27.3% | -0.01 | 0.0146 | -0.003 | |||
| 3.75 | 4.85 | 1 | 59.9% | 0.99 | 0.0192 | -0.002 | 37.5 | 0 | 0.0100 | 24.4% | -0.01 | 0.0194 | -0.003 | |||
| 2.84 | 4.70 | 22 | 52.8% | 0.98 | 0.0272 | -0.003 | 38 | 0.0100 | 0.0800 | 1 | 5,313 | 25.1% | -0.02 | 0.0276 | -0.004 | |
| 2.78 | 3.25 | 38 | 30.6% | 0.97 | 0.0413 | -0.004 | 38.5 | 0 | 0.0600 | 445 | 24.7% | -0.03 | 0.0419 | -0.005 | ||
| 2.21 | 2.70 | 6 | 670 | 19.3% | 0.95 | 0.0657 | -0.006 | 39 | 0 | 0.1000 | 1,056 | 23.5% | -0.05 | 0.0667 | -0.007 | |
| 1.83 | 2.22 | 1 | 335 | 22.8% | 0.92 | 0.1054 | -0.009 | 39.5 | 0.0100 | 0.0700 | 7,021 | 3,702 | 18.6% | -0.08 | 0.1072 | -0.010 |
| 1.41 | 1.76 | 112 | 6,122 | 21.9% | 0.86 | 0.1622 | -0.014 | 40 | 0.0300 | 0.1200 | 574 | 17.4% | -0.15 | 0.1653 | -0.014 | |
| 0.9600 | 1.36 | 3 | 1,887 | 20.2% | 0.76 | 0.2281 | -0.019 | 40.5 | 0.1500 | 0.2300 | 522 | 203 | 18.7% | -0.24 | 0.2328 | -0.019 |
| 0.7000 | 0.8500 | 250 | 34.2K | 18.4% | 0.64 | 0.2827 | -0.023 | 41 | 0.2200 | 0.4000 | 436 | 1,042 | 17.3% | -0.37 | 0.2886 | -0.024 |
| 0.4000 | 0.6400 | 131 | 414 | 20.2% | 0.49 | 0.3023 | -0.024 | 41.5 | 0.3900 | 0.6700 | 2,036 | 1,097 | 17.0% | -0.52 | 0.3091 | -0.025 |
| 0.2000 | 0.3900 | 281 | 29.4K | 18.5% | 0.34 | 0.2780 | -0.022 | 42 | 0.6300 | 1.11 | 60 | 352 | 18.3% | -0.67 | 0.2857 | -0.023 |
| 0.1100 | 0.2000 | 391 | 2,624 | 18.0% | 0.22 | 0.2225 | -0.018 | 42.5 | 0.9800 | 1.41 | 60 | 15.6% | -0.79 | 0.2320 | -0.019 | |
| 0.0600 | 0.1400 | 191 | 4,554 | 19.5% | 0.14 | 0.1598 | -0.014 | 43 | 1.26 | 1.90 | 130 | 32 | -0.88 | 0.1699 | -0.014 | |
| 0.0200 | 0.1200 | 50 | 556 | 21.3% | 0.09 | 0.1082 | -0.010 | 43.5 | 1.15 | 2.31 | -0.94 | 0.1216 | -0.011 | |||
| 0.0200 | 0.1200 | 380 | 2,256 | 21.9% | 0.06 | 0.0729 | -0.007 | 44 | 1.94 | 2.85 | 4 | -0.97 | 0.0812 | -0.008 | ||
| 0 | 0.0900 | 1 | 24 | 25.7% | 0.04 | 0.0511 | -0.006 | 44.5 | 2.24 | 3.45 | -0.99 | 0.0485 | -0.007 | |||
| 0 | 0.0500 | 306 | 25.9% | 0.03 | 0.0380 | -0.005 | 45 | 2.95 | 3.85 | -0.99 | 0.0292 | -0.006 | ||||
| 0 | 0.2800 | 140 | 41.3% | 0.02 | 0.0298 | -0.005 | 45.5 | 2.95 | 4.55 | -1.00 | 0.0191 | -0.005 | ||||
| 0 | 0.2800 | 133 | 44.7% | 0.02 | 0.0244 | -0.004 | 46 | 3.45 | 5.15 | -1.00 | 0.0141 | -0.005 | ||||
| 0 | 0.2600 | 4 | 47.2% | 0.02 | 0.0206 | -0.004 | 46.5 | 4.05 | 5.65 | -1.00 | 0.0111 | -0.005 | ||||
| 0 | 0.2700 | 1 | 50.9% | 0.02 | 0.0177 | -0.004 | 47 | 4.35 | 6.00 | -1.00 | 0.0091 | -0.005 | ||||
| 0 | 0.0700 | 41.4% | 0.02 | 0.0155 | -0.004 | 47.5 | 4.95 | 6.50 | -1.00 | 0.0077 | -0.005 | |||||
| 0 | 0.2600 | 56.7% | 0.02 | 0.0138 | -0.004 | 48 | 5.55 | 6.95 | -1.00 | 0.0066 | -0.005 | |||||
| 0 | 0.8500 | 81.6% | 0.01 | 0.0123 | -0.004 | 48.5 | 5.85 | 7.65 | -1.00 | 0.0058 | -0.005 | |||||
| 0 | 0.8000 | 83.5% | 0.01 | 0.0111 | -0.004 | 49 | 6.50 | 7.95 | -1.00 | 0.0051 | -0.005 | |||||
| 0 | 0.8400 | 91.6% | 0.01 | 0.0092 | -0.004 | 50 | 7.50 | 8.85 | -1.00 | 0.0040 | -0.005 | |||||
| 0 | 0.8400 | 98.1% | 0.01 | 0.0078 | -0.004 | 51 | 8.35 | 9.95 | -1.00 | 0.0032 | -0.005 | |||||
| 0 | 0.8400 | 104.3% | 0.01 | 0.0067 | -0.004 | 52 | 9.55 | 11.05 | -1.00 | 0.0025 | -0.005 | |||||
| 0 | 0.8400 | 110.3% | 0.01 | 0.0058 | -0.004 | 53 | 10.50 | 12.10 | -1.00 | 0.0020 | -0.005 | |||||
| 0 | 0.8400 | 116.2% | 0.01 | 0.0051 | -0.004 | 54 | 11.50 | 13.00 | -1.00 | 0.0016 | -0.005 | |||||
| 0 | 0.8300 | 1 | 121.4% | 0.01 | 0.0045 | -0.004 | 55 | 12.55 | 14.25 | -1.00 | 0.0013 | -0.005 | ||||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs