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 ±4.6% (39.47–43.26) · ATM IV 17.4% · P/C open interest 0.32
| 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 | |
| 4.50 | 9.45 | 48.5% | 0.98 | 0.0147 | -0.002 | 35 | 0 | 1.20 | 54.6% | -0.02 | 0.0148 | -0.002 | ||||
| 3.70 | 8.60 | 30.6% | 0.97 | 0.0179 | -0.002 | 35.5 | 0 | 1.20 | 51.5% | -0.03 | 0.0181 | -0.003 | ||||
| 5.10 | 6.95 | 44.3% | 0.97 | 0.0221 | -0.003 | 36 | 0 | 1.20 | 48.4% | -0.03 | 0.0224 | -0.003 | ||||
| 4.45 | 6.45 | 38.9% | 0.96 | 0.0276 | -0.003 | 36.5 | 0 | 1.15 | 44.6% | -0.04 | 0.0279 | -0.004 | ||||
| 4.30 | 6.00 | 42.0% | 0.95 | 0.0347 | -0.004 | 37 | 0 | 1.00 | 39.4% | -0.05 | 0.0352 | -0.004 | ||||
| 3.85 | 5.50 | 39.5% | 0.93 | 0.0440 | -0.004 | 37.5 | 0 | 0.1900 | 2 | 1 | 22.0% | -0.07 | 0.0447 | -0.005 | ||
| 3.40 | 5.00 | 37.0% | 0.91 | 0.0559 | -0.005 | 38 | 0.0300 | 0.1700 | 1 | 20.0% | -0.09 | 0.0569 | -0.006 | |||
| 2.95 | 4.45 | 33.8% | 0.89 | 0.0706 | -0.006 | 38.5 | 0.0500 | 0.2200 | 3 | 4 | 19.3% | -0.11 | 0.0720 | -0.007 | ||
| 2.52 | 3.70 | 4 | 28.3% | 0.85 | 0.0882 | -0.007 | 39 | 0.0200 | 0.2500 | 18 | 16.9% | -0.15 | 0.0901 | -0.008 | ||
| 2.10 | 2.59 | 18.5% | 0.81 | 0.1078 | -0.009 | 39.5 | 0.1200 | 0.5100 | 1 | 12 | 19.7% | -0.20 | 0.1104 | -0.009 | ||
| 1.75 | 2.16 | 1 | 18.3% | 0.75 | 0.1280 | -0.010 | 40 | 0.1700 | 0.4100 | 3 | 27 | 16.1% | -0.25 | 0.1317 | -0.010 | |
| 1.40 | 1.91 | 1 | 1 | 19.2% | 0.69 | 0.1467 | -0.011 | 40.5 | 0.4300 | 0.6300 | 5 | 5 | 18.2% | -0.32 | 0.1517 | -0.011 |
| 1.08 | 1.47 | 5 | 6 | 17.8% | 0.61 | 0.1616 | -0.012 | 41 | 0.4200 | 0.9600 | 63 | 14 | 17.5% | -0.40 | 0.1681 | -0.012 |
| 0.8000 | 1.25 | 2 | 1 | 18.2% | 0.53 | 0.1702 | -0.012 | 41.5 | 0.7000 | 1.04 | 5 | 2 | 16.6% | -0.49 | 0.1787 | -0.013 |
| 0.5800 | 0.9000 | 62 | 130 | 17.2% | 0.44 | 0.1706 | -0.012 | 42 | 0.8900 | 1.27 | 36 | 9 | 15.3% | -0.58 | 0.1817 | -0.012 |
| 0.4400 | 0.9500 | 5 | 20.0% | 0.36 | 0.1627 | -0.011 | 42.5 | 1.23 | 1.68 | 8 | 16.2% | -0.67 | 0.1762 | -0.012 | ||
| 0.2700 | 0.5000 | 38 | 62 | 16.8% | 0.28 | 0.1474 | -0.010 | 43 | 1.51 | 2.04 | 2 | 15.0% | -0.75 | 0.1632 | -0.011 | |
| 0.0600 | 0.5300 | 7 | 56 | 17.4% | 0.22 | 0.1277 | -0.009 | 43.5 | 1.35 | 2.50 | -0.82 | 0.1456 | -0.010 | |||
| 0.0300 | 0.2600 | 13 | 15.5% | 0.17 | 0.1069 | -0.008 | 44 | 2.39 | 3.60 | 25.8% | -0.88 | 0.1269 | -0.009 | |||
| 0.1200 | 0.2400 | 3 | 1 | 18.8% | 0.13 | 0.0876 | -0.006 | 44.5 | 2.36 | 3.55 | -0.92 | 0.1110 | -0.008 | |||
| 0 | 0.2000 | 4 | 17 | 18.8% | 0.10 | 0.0710 | -0.006 | 45 | 2.82 | 4.15 | -0.96 | 0.0930 | -0.007 | |||
| 0 | 0.2300 | 1 | 7 | 21.3% | 0.08 | 0.0575 | -0.005 | 45.5 | 2.07 | 6.00 | -0.98 | 0.0579 | -0.006 | |||
| 0.0100 | 0.1700 | 7 | 20.8% | 0.06 | 0.0469 | -0.004 | 46 | 2.20 | 7.10 | 22.5% | -0.99 | 0.0313 | -0.004 | |||
| 0 | 0.6600 | 7 | 33.9% | 0.05 | 0.0325 | -0.003 | 47 | 3.20 | 8.10 | 25.9% | -1.00 | 0.0024 | -0.004 | |||
| 0 | 1.00 | 43.0% | 0.03 | 0.0239 | -0.003 | 48 | 4.50 | 9.45 | 43.5% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 1.20 | 49.9% | 0.03 | 0.0184 | -0.003 | 49 | 5.20 | 10.10 | 32.3% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 1.15 | 53.0% | 0.02 | 0.0148 | -0.003 | 50 | 6.50 | 11.45 | 51.3% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.14 | 70.2% | 0.02 | 0.0123 | -0.002 | 51 | 7.20 | 12.10 | 38.2% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.14 | 74.1% | 0.02 | 0.0104 | -0.002 | 52 | 8.50 | 13.45 | 58.4% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.37 | 87.8% | 0.01 | 0.0069 | -0.002 | 55 | 11.20 | 16.10 | 49.0% | -1.00 | 0.0000 | -0.004 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs