XLU option chain State Street Utilities Select Sector SPDR ETF
Cboe delayed options data · as of 22:05 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 ±2.4% (40.85–42.91) · ATM IV 14.0% · P/C open interest 0.92
| 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 | |
| 14.50 | 19.10 | 1.00 | 0.0012 | -0.000 | 25 | 0 | 0.4400 | 147.2% | -0.00 | 0.0012 | -0.002 | |||||
| 10.50 | 13.25 | 0.99 | 0.0035 | -0.002 | 30 | 0 | 0.4900 | 105.0% | -0.01 | 0.0035 | -0.003 | |||||
| 4.90 | 9.00 | 1 | 33.6% | 0.98 | 0.0116 | -0.003 | 35 | 0 | 2.96 | 2 | 122.6% | -0.02 | 0.0116 | -0.004 | ||
| 4.40 | 8.55 | 39.2% | 0.98 | 0.0134 | -0.004 | 35.5 | 0 | 4.90 | 20 | 151.9% | -0.02 | 0.0134 | -0.004 | |||
| 4.15 | 6.85 | 0.98 | 0.0156 | -0.004 | 36 | 0 | 3.95 | 11 | 129.2% | -0.02 | 0.0157 | -0.004 | ||||
| 3.35 | 6.75 | 0.98 | 0.0184 | -0.004 | 36.5 | 0 | 0.6800 | 11 | 58.7% | -0.02 | 0.0186 | -0.004 | ||||
| 3.10 | 6.35 | 3 | 0.97 | 0.0221 | -0.004 | 37 | 0 | 4.90 | 10 | 132.9% | -0.03 | 0.0223 | -0.005 | |||
| 2.95 | 5.80 | 7 | 0.97 | 0.0271 | -0.004 | 37.5 | 0 | 0.2400 | 8 | 66 | 37.4% | -0.03 | 0.0273 | -0.005 | ||
| 3.60 | 4.30 | 10 | 42 | 0.96 | 0.0342 | -0.005 | 38 | 0 | 0.4500 | 199 | 40.5% | -0.04 | 0.0344 | -0.005 | ||
| 3.00 | 4.25 | 128 | 33.8% | 0.95 | 0.0446 | -0.005 | 38.5 | 0 | 0.0900 | 20 | 24.3% | -0.05 | 0.0450 | -0.006 | ||
| 2.23 | 3.35 | 24 | 0.94 | 0.0604 | -0.007 | 39 | 0 | 0.3800 | 530 | 31.0% | -0.06 | 0.0610 | -0.007 | |||
| 1.98 | 2.80 | 208 | 0.91 | 0.0839 | -0.008 | 39.5 | 0.0100 | 0.1700 | 170 | 21.8% | -0.09 | 0.0848 | -0.009 | |||
| 1.77 | 2.29 | 589 | 17.3% | 0.87 | 0.1166 | -0.011 | 40 | 0.0200 | 0.2000 | 28 | 303 | 19.4% | -0.13 | 0.1180 | -0.011 | |
| 1.31 | 1.91 | 336 | 17.8% | 0.81 | 0.1567 | -0.014 | 40.5 | 0.1300 | 0.3200 | 597 | 1,152 | 20.6% | -0.19 | 0.1590 | -0.014 | |
| 0.9200 | 1.45 | 205 | 16.4% | 0.72 | 0.1982 | -0.016 | 41 | 0.2400 | 0.4300 | 303 | 2,203 | 19.9% | -0.28 | 0.2016 | -0.017 | |
| 0 | 4.90 | 3 | 83 | 61.7% | 0.62 | 0.2311 | -0.018 | 41.5 | 0.2100 | 0.5200 | 405 | 1,783 | 15.6% | -0.39 | 0.2359 | -0.019 |
| 0.2500 | 0.8000 | 216 | 521 | 15.1% | 0.50 | 0.2452 | -0.019 | 42 | 0 | 1.00 | 5 | 45 | 13.0% | -0.51 | 0.2517 | -0.020 |
| 0 | 0.5000 | 12 | 94 | 13.0% | 0.38 | 0.2351 | -0.018 | 42.5 | 0 | 1.65 | 48 | 13.4% | -0.63 | 0.2430 | -0.019 | |
| 0.0400 | 0.2800 | 27 | 834 | 14.3% | 0.27 | 0.2041 | -0.016 | 43 | 1.13 | 1.62 | 13 | 19.8% | -0.75 | 0.2129 | -0.016 | |
| 0.0100 | 0.3900 | 21 | 478 | 19.7% | 0.19 | 0.1623 | -0.013 | 43.5 | 1.59 | 2.26 | 5 | 25.7% | -0.83 | 0.1729 | -0.013 | |
| 0.0200 | 0.2400 | 424 | 20.1% | 0.13 | 0.1216 | -0.010 | 44 | 1.52 | 3.05 | 24.2% | -0.90 | 0.1331 | -0.011 | |||
| 0 | 0.1400 | 24 | 106 | 19.7% | 0.09 | 0.0892 | -0.008 | 44.5 | 2.38 | 3.30 | 1 | 30.1% | -0.94 | 0.1018 | -0.009 | |
| 0 | 0.1600 | 3,000 | 23.2% | 0.07 | 0.0665 | -0.007 | 45 | 3.00 | 4.10 | 41.9% | -0.96 | 0.0778 | -0.007 | |||
| 0 | 1.94 | 19 | 61.8% | 0.05 | 0.0516 | -0.006 | 45.5 | 2.66 | 5.65 | 49.5% | -0.98 | 0.0603 | -0.007 | |||
| 0 | 0.1400 | 9 | 27.7% | 0.04 | 0.0417 | -0.006 | 46 | 3.80 | 5.40 | 51.0% | -0.98 | 0.0473 | -0.006 | |||
| 0 | 0.0700 | 2 | 26.3% | 0.04 | 0.0349 | -0.005 | 46.5 | 4.30 | 5.50 | 46.0% | -0.99 | 0.0387 | -0.005 | |||
| 0 | 1.18 | 2 | 59.5% | 0.03 | 0.0299 | -0.005 | 47 | 4.85 | 5.85 | 46.6% | -0.99 | 0.0321 | -0.005 | |||
| 0 | 1.98 | 77.4% | 0.03 | 0.0260 | -0.005 | 47.5 | 4.60 | 6.60 | -0.99 | 0.0270 | -0.005 | |||||
| 0 | 4.90 | 126.7% | 0.03 | 0.0230 | -0.005 | 48 | 4.20 | 8.10 | 36.7% | -0.99 | 0.0231 | -0.005 | ||||
| 0 | 4.90 | 134.3% | 0.03 | 0.0185 | -0.005 | 49 | 5.10 | 9.20 | 41.1% | -0.99 | 0.0176 | -0.005 | ||||
| 0 | 4.15 | 20 | 130.1% | 0.02 | 0.0152 | -0.005 | 50 | 7.10 | 9.05 | -0.99 | 0.0138 | -0.005 | ||||
| 0 | 1.06 | 80.7% | 0.02 | 0.0129 | -0.005 | 51 | 8.10 | 9.90 | -0.99 | 0.0111 | -0.005 | |||||
| 0 | 3.85 | 138.5% | 0.02 | 0.0111 | -0.005 | 52 | 9.10 | 11.20 | 53.4% | -1.00 | 0.0091 | -0.005 | ||||
| 0 | 1.60 | 103.4% | 0.02 | 0.0096 | -0.005 | 53 | 9.75 | 12.40 | -1.00 | 0.0075 | -0.005 | |||||
| 0 | 0.5100 | 79.5% | 0.02 | 0.0085 | -0.005 | 54 | 10.15 | 14.15 | 61.0% | -1.00 | 0.0063 | -0.005 | ||||
| 0 | 3.35 | 147.7% | 0.02 | 0.0075 | -0.005 | 55 | 11.75 | 15.15 | 93.2% | -1.00 | 0.0053 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs