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 ±12.7% (36.57–47.22) · ATM IV 17.8% · P/C open interest 0.20
| 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 | |
| 16.50 | 17.55 | 0.99 | 0.0030 | 0.000 | 25 | 0.0100 | 0.1300 | 30.9% | -0.02 | 0.0036 | -0.001 | |||||
| 11.75 | 13.35 | 1 | 30.1% | 0.97 | 0.0090 | 0.000 | 30 | 0.0800 | 0.1900 | 24.0% | -0.04 | 0.0100 | -0.001 | |||
| 7.75 | 7.95 | 6 | 21.5% | 0.90 | 0.0264 | -0.001 | 35 | 0.3600 | 0.4800 | 16 | 19.9% | -0.12 | 0.0280 | -0.003 | ||
| 3.45 | 4.10 | 64 | 17.1% | 0.69 | 0.0555 | -0.004 | 40 | 1.28 | 1.82 | 34 | 18.5% | -0.33 | 0.0578 | -0.004 | ||
| 1.23 | 1.76 | 74 | 17.3% | 0.39 | 0.0615 | -0.004 | 45 | 3.95 | 4.60 | 5 | 18.9% | -0.65 | 0.0671 | -0.004 | ||
| 0.5100 | 0.6300 | 4 | 130 | 18.6% | 0.18 | 0.0397 | -0.003 | 50 | 8.10 | 9.55 | 25.3% | -0.89 | 0.0406 | -0.002 | ||
| 0.1700 | 0.3100 | 5 | 20.2% | 0.08 | 0.0213 | -0.002 | 55 | 12.60 | 14.00 | 26.7% | -1.00 | 0.0001 | -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 — Jul 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.