XLU option chain State Street Utilities Select Sector SPDR ETF
Cboe delayed options data · as of 18:45 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 ±6.6% (38.70–44.20) · ATM IV 16.6% · P/C open interest 1.92
| 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 | |
| 18.65 | 20.40 | 3 | 88.6% | 1.00 | 0.0003 | 0.000 | 22.5 | 0 | 0.0700 | 148 | 55.8% | -0.00 | 0.0006 | -0.000 | ||
| 16.50 | 17.35 | 24 | 69.5% | 1.00 | 0.0006 | 0.000 | 25 | 0 | 0.0700 | 59.3K | 47.1% | -0.00 | 0.0012 | -0.000 | ||
| 14.00 | 14.90 | 21 | 58.9% | 1.00 | 0.0013 | 0.000 | 27.5 | 0 | 0.0800 | 242 | 39.9% | -0.01 | 0.0022 | -0.001 | ||
| 11.45 | 12.55 | 77 | 50.0% | 1.00 | 0.0028 | 0.000 | 30 | 0 | 0.0300 | 20.7K | 28.3% | -0.01 | 0.0043 | -0.001 | ||
| 8.90 | 10.05 | 80 | 38.6% | 0.99 | 0.0064 | -0.000 | 32.5 | 0.0200 | 0.0800 | 33.8K | 26.3% | -0.02 | 0.0091 | -0.001 | ||
| 8.45 | 9.80 | 28 | 41.5% | 0.99 | 0.0078 | -0.000 | 33 | 0.0100 | 0.0900 | 469 | 24.9% | -0.02 | 0.0108 | -0.001 | ||
| 7.90 | 9.10 | 35 | 35.6% | 0.98 | 0.0093 | -0.000 | 33.5 | 0 | 0.1100 | 2,438 | 23.9% | -0.03 | 0.0127 | -0.002 | ||
| 7.60 | 8.55 | 78 | 36.0% | 0.98 | 0.0114 | -0.001 | 34 | 0.0300 | 0.0700 | 5,434 | 22.1% | -0.03 | 0.0151 | -0.002 | ||
| 7.15 | 8.10 | 19 | 35.3% | 0.98 | 0.0139 | -0.001 | 34.5 | 0.0100 | 0.1200 | 111 | 21.8% | -0.04 | 0.0180 | -0.002 | ||
| 6.65 | 7.05 | 837 | 24.0% | 0.97 | 0.0170 | -0.001 | 35 | 0.0600 | 0.0900 | 6,998 | 21.0% | -0.04 | 0.0216 | -0.002 | ||
| 6.20 | 6.55 | 136 | 23.4% | 0.96 | 0.0210 | -0.001 | 35.5 | 0.0300 | 0.1200 | 1,235 | 19.5% | -0.05 | 0.0259 | -0.002 | ||
| 5.80 | 5.90 | 60 | 192 | 20.6% | 0.96 | 0.0259 | -0.002 | 36 | 0.1000 | 0.1200 | 1 | 5,080 | 19.7% | -0.06 | 0.0312 | -0.003 |
| 5.25 | 5.70 | 1 | 176 | 23.4% | 0.94 | 0.0320 | -0.002 | 36.5 | 0.0600 | 0.1800 | 910 | 18.6% | -0.08 | 0.0375 | -0.003 | |
| 4.80 | 4.95 | 20 | 147 | 18.3% | 0.93 | 0.0393 | -0.003 | 37 | 0.1500 | 0.1800 | 1,784 | 18.5% | -0.09 | 0.0449 | -0.004 | |
| 4.35 | 4.45 | 269 | 1,020 | 17.5% | 0.91 | 0.0482 | -0.003 | 37.5 | 0.2000 | 0.2200 | 51 | 24.8K | 18.1% | -0.12 | 0.0536 | -0.004 |
| 3.90 | 4.00 | 14 | 1,433 | 17.2% | 0.89 | 0.0584 | -0.004 | 38 | 0.2500 | 0.2800 | 1 | 31.8K | 17.7% | -0.14 | 0.0637 | -0.005 |
| 3.45 | 3.75 | 212 | 18.8% | 0.86 | 0.0698 | -0.004 | 38.5 | 0.3100 | 0.3600 | 4,407 | 17.3% | -0.18 | 0.0745 | -0.005 | ||
| 3.05 | 3.65 | 10 | 867 | 21.3% | 0.82 | 0.0818 | -0.005 | 39 | 0.3900 | 0.4500 | 44 | 8,142 | 16.9% | -0.21 | 0.0857 | -0.006 |
| 2.63 | 2.76 | 2 | 581 | 16.5% | 0.78 | 0.0938 | -0.006 | 39.5 | 0.5400 | 0.5700 | 63 | 8,630 | 17.0% | -0.26 | 0.0966 | -0.006 |
| 2.33 | 2.39 | 3,158 | 7,597 | 16.9% | 0.73 | 0.1048 | -0.007 | 40 | 0.6700 | 0.7100 | 3,324 | 33.8K | 16.7% | -0.31 | 0.1065 | -0.007 |
| 1.92 | 2.10 | 21 | 1,826 | 16.6% | 0.67 | 0.1138 | -0.007 | 40.5 | 0.8500 | 0.8900 | 20 | 6,773 | 16.7% | -0.37 | 0.1144 | -0.007 |
| 1.51 | 1.78 | 26 | 1,134 | 15.8% | 0.61 | 0.1202 | -0.007 | 41 | 1.04 | 1.09 | 12 | 4,631 | 16.4% | -0.42 | 0.1198 | -0.007 |
| 1.39 | 1.48 | 5 | 574 | 16.6% | 0.55 | 0.1235 | -0.008 | 41.5 | 1.29 | 1.34 | 3 | 12.2K | 16.6% | -0.49 | 0.1222 | -0.008 |
| 1.19 | 1.24 | 327 | 18.5K | 16.8% | 0.49 | 0.1236 | -0.008 | 42 | 1.52 | 1.61 | 13 | 10.3K | 16.3% | -0.55 | 0.1217 | -0.008 |
| 0.9500 | 1.20 | 3 | 6,495 | 17.7% | 0.43 | 0.1206 | -0.008 | 42.5 | 1.85 | 1.92 | 5 | 8,799 | 16.5% | -0.60 | 0.1183 | -0.007 |
| 0.7800 | 0.8700 | 131 | 2,528 | 16.9% | 0.37 | 0.1151 | -0.007 | 43 | 2.09 | 2.34 | 5 | 10.3K | 16.6% | -0.66 | 0.1124 | -0.007 |
| 0.6300 | 0.9900 | 792 | 18.8% | 0.32 | 0.1077 | -0.007 | 43.5 | 2.03 | 2.66 | 6,493 | 13.1% | -0.71 | 0.1047 | -0.007 | ||
| 0.5300 | 0.5500 | 179 | 23.9K | 17.0% | 0.27 | 0.0990 | -0.006 | 44 | 2.95 | 3.10 | 56 | 2,860 | 17.8% | -0.75 | 0.0957 | -0.006 |
| 0.4200 | 0.5000 | 210 | 1,078 | 17.4% | 0.23 | 0.0896 | -0.006 | 44.5 | 3.20 | 3.45 | 2,098 | 16.2% | -0.79 | 0.0861 | -0.005 | |
| 0.3400 | 0.3700 | 362 | 40.2K | 17.3% | 0.20 | 0.0799 | -0.005 | 45 | 3.75 | 3.85 | 13 | 2,189 | 17.3% | -0.83 | 0.0764 | -0.005 |
| 0.1200 | 0.1500 | 42 | 21.6K | 18.6% | 0.08 | 0.0403 | -0.003 | 47.5 | 5.95 | 6.15 | 515 | 16.7% | -0.94 | 0.0467 | -0.003 | |
| 0.0500 | 0.0600 | 1,126 | 33.1K | 20.1% | 0.04 | 0.0194 | -0.002 | 50 | 8.00 | 8.70 | 2 | -1.00 | 0.0000 | -0.004 | ||
| 0.0100 | 0.0700 | 5 | 2,185 | 23.2% | 0.02 | 0.0107 | -0.001 | 52.5 | 10.20 | 11.50 | -1.00 | 0.0000 | -0.004 | |||
| 0.0100 | 0.0600 | 124 | 5,335 | 26.5% | 0.01 | 0.0069 | -0.001 | 55 | 12.70 | 13.65 | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0300 | 1,945 | 27.0% | 0.01 | 0.0049 | -0.001 | 57.5 | 15.25 | 16.35 | -1.00 | 0.0000 | -0.004 | ||||
| 0.0100 | 0.0200 | 8,582 | 30.0% | 0.01 | 0.0037 | -0.001 | 60 | 17.75 | 18.85 | -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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs