XLU option chain State Street Utilities Select Sector SPDR ETF
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 ±9.1% (38.09–45.67) · ATM IV 17.5% · P/C open interest 0.26
| 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 | |
| 11.75 | 12.55 | 28 | 26.8% | 0.98 | 0.0068 | 0.000 | 30 | 0.0100 | 0.5500 | 2 | 37.3% | -0.02 | 0.0068 | -0.001 | ||
| 9.55 | 12.40 | 0.97 | 0.0086 | 0.000 | 31 | 0 | 0.2800 | 3 | 29.5% | -0.03 | 0.0087 | -0.001 | ||||
| 9.40 | 10.80 | 7 | 0.97 | 0.0109 | 0.000 | 32 | 0 | 0.3400 | 5 | 28.1% | -0.03 | 0.0111 | -0.002 | |||
| 8.45 | 9.65 | 109 | 0.96 | 0.0140 | 0.000 | 33 | 0 | 0.3900 | 2 | 26.4% | -0.04 | 0.0144 | -0.002 | |||
| 7.30 | 9.10 | 1 | 16.6% | 0.95 | 0.0181 | 0.000 | 34 | 0.0100 | 0.3900 | 10 | 24.0% | -0.05 | 0.0187 | -0.002 | ||
| 6.25 | 9.05 | 13 | 27.2% | 0.93 | 0.0237 | -0.001 | 35 | 0.1100 | 0.2400 | 5,119 | 20.7% | -0.07 | 0.0245 | -0.002 | ||
| 6.00 | 6.75 | 21 | 18.1% | 0.91 | 0.0309 | -0.001 | 36 | 0.1500 | 0.3600 | 8 | 381 | 20.2% | -0.09 | 0.0321 | -0.003 | |
| 5.35 | 5.90 | 29 | 20.3% | 0.88 | 0.0400 | -0.002 | 37 | 0.2400 | 0.4100 | 13 | 785 | 18.9% | -0.13 | 0.0419 | -0.004 | |
| 4.45 | 5.10 | 52 | 19.5% | 0.83 | 0.0507 | -0.003 | 38 | 0.2400 | 0.5700 | 5 | 457 | 17.5% | -0.17 | 0.0535 | -0.004 | |
| 3.70 | 4.30 | 1 | 655 | 19.1% | 0.78 | 0.0620 | -0.004 | 39 | 0.5300 | 0.7400 | 2,428 | 17.6% | -0.23 | 0.0660 | -0.005 | |
| 2.95 | 3.40 | 123 | 6,202 | 17.5% | 0.71 | 0.0725 | -0.005 | 40 | 0.8100 | 1.02 | 3 | 5,016 | 17.4% | -0.30 | 0.0779 | -0.005 |
| 2.50 | 2.81 | 27 | 2,064 | 18.5% | 0.63 | 0.0806 | -0.005 | 41 | 1.05 | 1.49 | 71 | 1,425 | 17.1% | -0.39 | 0.0874 | -0.006 |
| 1.84 | 2.22 | 130 | 2,321 | 17.6% | 0.55 | 0.0853 | -0.006 | 42 | 1.59 | 1.93 | 482 | 284 | 17.3% | -0.48 | 0.0930 | -0.006 |
| 1.36 | 1.74 | 629 | 1,882 | 17.4% | 0.47 | 0.0859 | -0.006 | 43 | 2.01 | 2.72 | 331 | 17.8% | -0.57 | 0.0936 | -0.006 | |
| 0.8900 | 1.36 | 207 | 1,335 | 16.9% | 0.39 | 0.0826 | -0.006 | 44 | 2.69 | 3.25 | 2 | 90 | 17.4% | -0.66 | 0.0892 | -0.006 |
| 0.7200 | 0.9800 | 450 | 45.7K | 17.1% | 0.31 | 0.0761 | -0.005 | 45 | 3.00 | 4.20 | 1,043 | 16.2% | -0.74 | 0.0806 | -0.005 | |
| 0.5000 | 0.7900 | 11 | 1,180 | 17.5% | 0.25 | 0.0676 | -0.005 | 46 | 4.35 | 4.90 | 292 | 19.2% | -0.80 | 0.0694 | -0.004 | |
| 0.4200 | 0.5800 | 1 | 267 | 18.0% | 0.20 | 0.0582 | -0.004 | 47 | 5.05 | 5.65 | 7 | 17.5% | -0.85 | 0.0572 | -0.003 | |
| 0.2500 | 0.6200 | 304 | 19.2% | 0.15 | 0.0491 | -0.004 | 48 | 5.40 | 7.80 | 23.7% | -0.89 | 0.0456 | -0.002 | |||
| 0.2200 | 0.4000 | 211 | 19.1% | 0.12 | 0.0407 | -0.003 | 49 | 6.30 | 9.15 | 27.7% | -0.92 | 0.0357 | -0.001 | |||
| 0.1500 | 0.2500 | 1 | 5,408 | 18.6% | 0.10 | 0.0336 | -0.003 | 50 | 7.00 | 9.25 | -0.95 | 0.0382 | -0.000 | |||
| 0.0400 | 0.3000 | 41 | 19.5% | 0.08 | 0.0277 | -0.002 | 51 | 7.40 | 11.10 | 23.4% | -0.98 | 0.0411 | -0.002 | |||
| 0.0200 | 0.2100 | 13 | 19.4% | 0.06 | 0.0229 | -0.002 | 52 | 7.60 | 12.50 | -0.99 | 0.0146 | -0.007 | ||||
| 0 | 0.4300 | 24 | 23.7% | 0.05 | 0.0191 | -0.002 | 53 | 9.80 | 13.20 | 32.4% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.3500 | 7 | 24.0% | 0.04 | 0.0161 | -0.002 | 54 | 11.15 | 13.05 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.5400 | 10 | 28.0% | 0.04 | 0.0137 | -0.002 | 55 | 11.85 | 14.45 | 27.2% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.3300 | 2 | 26.4% | 0.03 | 0.0117 | -0.001 | 56 | 12.80 | 15.90 | 34.7% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.3800 | 2 | 28.5% | 0.03 | 0.0101 | -0.001 | 57 | 13.90 | 17.15 | 40.0% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.7100 | 1 | 34.1% | 0.02 | 0.0089 | -0.001 | 58 | 14.65 | 18.10 | 38.5% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.3100 | 29.8% | 0.02 | 0.0078 | -0.001 | 59 | 16.05 | 18.65 | 39.6% | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.3600 | 8 | 31.9% | 0.02 | 0.0069 | -0.001 | 60 | 17.30 | 19.15 | 37.7% | -1.00 | 0.0000 | -0.011 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.