XLU option chain State Street Utilities Select Sector SPDR ETF

Expiration 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 ±3.7% (39.85–42.87) · ATM IV 17.3% · P/C open interest 0.66

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
5.00	9.95			66.5%	0.99	0.0096	-0.001	34.5	0	0.7500			61.3%	-0.01	0.0096	-0.002
4.50	9.45			62.7%	0.98	0.0116	-0.001	35	0	0.7600		1	58.1%	-0.02	0.0117	-0.002
3.60	8.50		1	34.2%	0.98	0.0142	-0.002	35.5	0	0.4800			47.7%	-0.02	0.0143	-0.003
4.85	7.05		2	54.3%	0.98	0.0176	-0.002	36	0	0.0500		1	27.5%	-0.02	0.0178	-0.003
3.95	6.35			36.4%	0.97	0.0222	-0.003	36.5	0	0.2800			35.7%	-0.03	0.0225	-0.003
3.90	5.45			34.8%	0.97	0.0285	-0.003	37	0	0.1000		38	26.0%	-0.03	0.0288	-0.004
3.40	5.15			36.4%	0.96	0.0372	-0.004	37.5	0	0.2900		1	30.1%	-0.04	0.0377	-0.005
3.15	4.70		8	38.6%	0.94	0.0493	-0.005	38	0	0.3000		14	27.4%	-0.06	0.0499	-0.005
2.89	3.95			34.8%	0.92	0.0658	-0.006	38.5	0.0100	0.3100		10	24.9%	-0.08	0.0668	-0.007
2.34	3.45			30.2%	0.89	0.0877	-0.008	39	0.0700	0.3300	4	298	23.4%	-0.11	0.0891	-0.008
1.95	2.99		11	28.7%	0.84	0.1148	-0.010	39.5	0.0300	0.4000		31	20.7%	-0.16	0.1169	-0.010
1.62	2.04	137	151	20.6%	0.78	0.1451	-0.011	40	0.2000	0.3000	3	300	18.4%	-0.22	0.1482	-0.012
1.26	1.69		29	20.5%	0.71	0.1746	-0.013	40.5	0.2500	0.4900	47	170	17.9%	-0.30	0.1790	-0.014
0.9200	1.17	15	159	17.7%	0.61	0.1976	-0.015	41	0.4100	0.6300	25	103	17.2%	-0.39	0.2037	-0.015
0.6500	0.9700	7	311	18.7%	0.51	0.2087	-0.015	41.5	0.5200	0.8800	5	4	16.0%	-0.50	0.2170	-0.016
0.3800	0.5900	13	57	16.8%	0.41	0.2048	-0.015	42	0.8000	1.18	2	28	16.1%	-0.61	0.2151	-0.015
0.2700	0.4600	2	263	17.3%	0.31	0.1866	-0.013	42.5	1.16	1.54	2	1	16.3%	-0.71	0.1991	-0.014
0.1500	0.4800	105	207	19.5%	0.23	0.1589	-0.012	43	1.45	1.99	1	2	15.7%	-0.80	0.1733	-0.012
0.0800	0.2500		156	17.8%	0.17	0.1284	-0.010	43.5	1.55	2.42				-0.87	0.1450	-0.011
0.0200	0.2200	9	79	18.7%	0.12	0.1003	-0.008	44	2.08	2.84				-0.92	0.1159	-0.009
0.0100	0.1600		7	19.4%	0.09	0.0774	-0.007	44.5	2.31	3.40				-0.95	0.0988	-0.007
0	0.1300	1	38	20.3%	0.07	0.0601	-0.006	45	1.56	5.65				-0.98	0.0699	-0.007
0	0.1400		16	22.8%	0.05	0.0476	-0.005	45.5	1.38	6.20				-0.99	0.0440	-0.006
0	0.4800		12	34.0%	0.05	0.0386	-0.004	46	1.80	6.70				-0.99	0.0256	-0.006
0	0.2700		2	33.4%	0.03	0.0272	-0.004	47	2.88	7.70				-1.00	0.0070	-0.007
0	0.2800			37.9%	0.03	0.0206	-0.004	48	3.70	8.60				-1.00	0.0015	-0.007
0	0.2800			41.9%	0.02	0.0163	-0.004	49	4.70	9.60				-1.00	0.0000	-0.007
0	0.4700			51.5%	0.02	0.0134	-0.003	50	5.70	10.60				-1.00	0.0000	-0.007
0	0.6400			60.0%	0.02	0.0112	-0.003	51	6.70	11.60				-1.00	0.0000	-0.007
0	0.7100			65.7%	0.02	0.0096	-0.003	52	8.35	13.30			63.0%	-1.00	0.0000	-0.007
0	0.6300			74.9%	0.01	0.0065	-0.003	55	11.10	16.05				-1.00	0.0000	-0.007

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 13, 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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XLU option chain State Street Utilities Select Sector SPDR ETF

Volatility smile — Nov 13, 2026

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