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 ±9.0% (37.72–45.18) · ATM IV 17.0% · 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 | |
| 11.45 | 12.65 | 25 | 35.6% | 0.98 | 0.0068 | 0.000 | 30 | 0.0200 | 0.0900 | 2 | 26.6% | -0.02 | 0.0070 | -0.001 | ||
| 10.50 | 11.70 | 33.7% | 0.98 | 0.0087 | -0.000 | 31 | 0.0100 | 0.1000 | 3 | 24.4% | -0.03 | 0.0089 | -0.001 | |||
| 9.75 | 10.75 | 7 | 34.2% | 0.97 | 0.0112 | -0.000 | 32 | 0.0200 | 0.1400 | 5 | 23.6% | -0.03 | 0.0115 | -0.001 | ||
| 8.80 | 9.60 | 109 | 29.7% | 0.96 | 0.0146 | -0.001 | 33 | 0.0600 | 0.3200 | 2 | 25.6% | -0.04 | 0.0151 | -0.002 | ||
| 7.85 | 8.80 | 1 | 29.1% | 0.95 | 0.0192 | -0.001 | 34 | 0.1000 | 0.1600 | 10 | 21.1% | -0.05 | 0.0199 | -0.002 | ||
| 6.95 | 7.80 | 13 | 26.7% | 0.93 | 0.0253 | -0.002 | 35 | 0.1600 | 0.1900 | 10 | 5,119 | 20.1% | -0.07 | 0.0264 | -0.002 | |
| 6.00 | 6.40 | 2 | 21 | 20.1% | 0.91 | 0.0332 | -0.002 | 36 | 0.1600 | 0.3600 | 381 | 19.6% | -0.10 | 0.0349 | -0.003 | |
| 5.20 | 5.50 | 29 | 19.8% | 0.87 | 0.0431 | -0.003 | 37 | 0.3100 | 0.3700 | 22 | 765 | 18.4% | -0.14 | 0.0457 | -0.004 | |
| 4.35 | 4.65 | 2 | 52 | 18.9% | 0.83 | 0.0546 | -0.004 | 38 | 0.3800 | 0.5800 | 1 | 455 | 17.7% | -0.19 | 0.0584 | -0.004 |
| 3.55 | 4.20 | 18 | 662 | 20.1% | 0.77 | 0.0665 | -0.004 | 39 | 0.6600 | 0.7600 | 32 | 2,438 | 17.5% | -0.25 | 0.0720 | -0.005 |
| 2.79 | 3.05 | 7 | 6,205 | 16.9% | 0.69 | 0.0773 | -0.005 | 40 | 0.9700 | 1.09 | 2 | 5,015 | 17.5% | -0.33 | 0.0846 | -0.006 |
| 2.24 | 2.39 | 27 | 2,065 | 16.8% | 0.61 | 0.0853 | -0.005 | 41 | 1.30 | 1.53 | 10 | 1,425 | 17.2% | -0.42 | 0.0942 | -0.006 |
| 1.77 | 1.87 | 461 | 1,891 | 17.0% | 0.53 | 0.0891 | -0.006 | 42 | 1.86 | 1.94 | 1 | 282 | 17.1% | -0.52 | 0.0986 | -0.006 |
| 1.33 | 1.44 | 220 | 1,882 | 17.0% | 0.44 | 0.0883 | -0.006 | 43 | 2.07 | 2.59 | 331 | 15.4% | -0.61 | 0.0970 | -0.006 | |
| 0.9900 | 1.10 | 447 | 915 | 17.1% | 0.36 | 0.0833 | -0.005 | 44 | 2.75 | 3.25 | 88 | 15.0% | -0.70 | 0.0898 | -0.006 | |
| 0.7600 | 0.7900 | 220 | 45.7K | 17.2% | 0.29 | 0.0752 | -0.005 | 45 | 3.85 | 4.00 | 1,043 | 16.9% | -0.77 | 0.0785 | -0.005 | |
| 0.5200 | 0.6200 | 6 | 1,177 | 17.3% | 0.23 | 0.0657 | -0.005 | 46 | 4.70 | 4.85 | 1 | 291 | 17.3% | -0.83 | 0.0654 | -0.004 |
| 0.4100 | 0.4600 | 36 | 259 | 17.8% | 0.18 | 0.0559 | -0.004 | 47 | 5.50 | 5.75 | 7 | 16.7% | -0.88 | 0.0536 | -0.003 | |
| 0.2900 | 0.3600 | 40 | 325 | 18.1% | 0.14 | 0.0468 | -0.004 | 48 | 6.20 | 6.70 | -0.92 | 0.0549 | -0.003 | |||
| 0.2100 | 0.3900 | 211 | 19.5% | 0.11 | 0.0389 | -0.003 | 49 | 6.80 | 7.70 | -0.96 | 0.0615 | -0.004 | ||||
| 0.1800 | 0.3000 | 5,408 | 20.1% | 0.09 | 0.0323 | -0.003 | 50 | 7.80 | 8.65 | -0.98 | 0.0334 | -0.005 | ||||
| 0.0700 | 0.2600 | 41 | 19.9% | 0.08 | 0.0269 | -0.002 | 51 | 8.70 | 9.75 | -1.00 | 0.0038 | -0.005 | ||||
| 0.0800 | 0.2200 | 13 | 20.9% | 0.06 | 0.0225 | -0.002 | 52 | 9.70 | 10.80 | -1.00 | 0.0000 | -0.005 | ||||
| 0.0600 | 0.1900 | 24 | 21.6% | 0.05 | 0.0189 | -0.002 | 53 | 10.70 | 11.75 | -1.00 | 0.0000 | -0.005 | ||||
| 0.0400 | 0.1700 | 7 | 22.2% | 0.04 | 0.0161 | -0.002 | 54 | 11.70 | 12.85 | -1.00 | 0.0000 | -0.005 | ||||
| 0.0300 | 0.1500 | 10 | 22.8% | 0.04 | 0.0138 | -0.002 | 55 | 12.45 | 13.85 | -1.00 | 0.0000 | -0.005 | ||||
| 0.0200 | 0.1400 | 2 | 23.5% | 0.03 | 0.0119 | -0.001 | 56 | 13.70 | 14.85 | -1.00 | 0.0000 | -0.005 | ||||
| 0.0100 | 0.1300 | 2 | 24.2% | 0.03 | 0.0103 | -0.001 | 57 | 14.70 | 15.85 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.1200 | 1 | 24.7% | 0.03 | 0.0090 | -0.001 | 58 | 15.70 | 16.85 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.1100 | 25.4% | 0.02 | 0.0079 | -0.001 | 59 | 16.45 | 17.85 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.1100 | 8 | 26.5% | 0.02 | 0.0070 | -0.001 | 60 | 17.70 | 18.95 | -1.00 | 0.0000 | -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 — 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.