XLV option chain State Street Health Care Select Sector SPDR ETF
Cboe delayed options data · as of 12:43 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 ±14.3% (150.67–200.87) · ATM IV 18.2% · P/C open interest 2.12
| 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 | |
| 86.50 | 91.50 | 38.0% | 0.99 | 0.0004 | 0.000 | 90 | 0 | 5.00 | 54.1% | -0.01 | 0.0004 | -0.002 | ||||
| 81.50 | 86.50 | 31.8% | 0.99 | 0.0005 | 0.000 | 95 | 0 | 5.00 | 50.6% | -0.01 | 0.0005 | -0.002 | ||||
| 77.00 | 82.00 | 33.7% | 0.99 | 0.0006 | 0.000 | 100 | 0 | 5.00 | 47.2% | -0.01 | 0.0007 | -0.002 | ||||
| 72.00 | 77.00 | 28.5% | 0.98 | 0.0008 | 0.000 | 105 | 0 | 5.00 | 44.1% | -0.02 | 0.0009 | -0.003 | ||||
| 67.50 | 72.50 | 29.6% | 0.98 | 0.0011 | 0.000 | 110 | 0 | 5.00 | 2 | 41.0% | -0.02 | 0.0011 | -0.003 | |||
| 62.50 | 67.50 | 25.2% | 0.97 | 0.0014 | 0.000 | 115 | 0 | 5.00 | 38.1% | -0.03 | 0.0014 | -0.004 | ||||
| 58.00 | 63.00 | 25.8% | 0.97 | 0.0017 | 0.000 | 120 | 0 | 5.00 | 193 | 35.3% | -0.03 | 0.0018 | -0.005 | |||
| 53.50 | 58.50 | 25.5% | 0.96 | 0.0022 | -0.000 | 125 | 0 | 5.00 | 32.6% | -0.04 | 0.0023 | -0.006 | ||||
| 49.00 | 53.50 | 23.5% | 0.95 | 0.0028 | -0.002 | 130 | 0 | 5.00 | 711 | 29.9% | -0.06 | 0.0029 | -0.007 | |||
| 44.50 | 49.00 | 22.7% | 0.93 | 0.0035 | -0.003 | 135 | 0 | 5.00 | 192 | 27.3% | -0.07 | 0.0036 | -0.008 | |||
| 40.00 | 44.50 | 1 | 21.7% | 0.91 | 0.0043 | -0.005 | 140 | 0 | 5.00 | 24.8% | -0.09 | 0.0045 | -0.009 | |||
| 35.50 | 40.50 | 21.3% | 0.89 | 0.0053 | -0.006 | 145 | 0 | 5.00 | 7 | 22.4% | -0.12 | 0.0056 | -0.010 | |||
| 31.50 | 36.00 | 30 | 20.5% | 0.86 | 0.0064 | -0.008 | 150 | 2.16 | 5.00 | 711 | 22.7% | -0.15 | 0.0068 | -0.012 | ||
| 28.15 | 30.80 | 2 | 19.4% | 0.83 | 0.0076 | -0.010 | 155 | 1.00 | 5.50 | 3 | 5 | 19.3% | -0.18 | 0.0081 | -0.013 | |
| 23.50 | 28.50 | 3 | 19.7% | 0.79 | 0.0089 | -0.012 | 160 | 2.00 | 6.75 | 2,026 | 19.1% | -0.23 | 0.0096 | -0.015 | ||
| 20.00 | 25.00 | 50 | 19.4% | 0.74 | 0.0102 | -0.013 | 165 | 3.10 | 8.00 | 103 | 18.5% | -0.28 | 0.0112 | -0.016 | ||
| 16.50 | 21.50 | 3 | 161 | 18.7% | 0.69 | 0.0114 | -0.015 | 170 | 4.70 | 9.50 | 79 | 18.1% | -0.34 | 0.0127 | -0.018 | |
| 13.50 | 18.50 | 505 | 18.4% | 0.63 | 0.0124 | -0.016 | 175 | 6.70 | 11.50 | 1 | 18.0% | -0.41 | 0.0141 | -0.019 | ||
| 10.65 | 15.50 | 14 | 17.8% | 0.57 | 0.0131 | -0.016 | 180 | 9.05 | 13.95 | 340 | 17.9% | -0.48 | 0.0153 | -0.019 | ||
| 8.50 | 13.00 | 8 | 29 | 17.7% | 0.50 | 0.0134 | -0.017 | 185 | 11.75 | 16.50 | 17.5% | -0.55 | 0.0161 | -0.020 | ||
| 6.25 | 11.00 | 1,267 | 17.4% | 0.44 | 0.0134 | -0.017 | 190 | 14.50 | 19.50 | 17.0% | -0.63 | 0.0164 | -0.020 | |||
| 4.50 | 9.50 | 17.4% | 0.38 | 0.0130 | -0.016 | 195 | 18.00 | 23.00 | 16.8% | -0.71 | 0.0165 | -0.019 | ||||
| 3.00 | 8.00 | 1 | 17.2% | 0.32 | 0.0123 | -0.015 | 200 | 22.00 | 27.00 | 9 | 16.9% | -0.79 | 0.0168 | -0.019 | ||
| 2.00 | 6.50 | 17.0% | 0.27 | 0.0113 | -0.014 | 205 | 26.50 | 31.50 | 17.6% | -0.86 | 0.0184 | -0.020 | ||||
| 1.00 | 5.75 | 4 | 17.1% | 0.23 | 0.0103 | -0.013 | 210 | 31.00 | 36.00 | 17.3% | -0.93 | 0.0160 | -0.024 | |||
| 0 | 5.00 | 1 | 16.9% | 0.19 | 0.0092 | -0.011 | 215 | 36.00 | 41.00 | 18.9% | -0.98 | 0.0072 | -0.017 | |||
| 0 | 5.00 | 18.4% | 0.16 | 0.0081 | -0.010 | 220 | 41.00 | 46.00 | 20.5% | -1.00 | 0.0004 | -0.017 | ||||
| 0 | 5.00 | 19.8% | 0.13 | 0.0070 | -0.009 | 225 | 46.00 | 51.00 | 22.0% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 5.00 | 21.1% | 0.11 | 0.0061 | -0.008 | 230 | 51.00 | 56.00 | 23.5% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 5.00 | 22.4% | 0.09 | 0.0052 | -0.007 | 235 | 56.00 | 61.00 | 24.9% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 5.00 | 23.6% | 0.07 | 0.0044 | -0.006 | 240 | 61.00 | 66.00 | 26.3% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 5.00 | 26.0% | 0.05 | 0.0032 | -0.005 | 250 | 71.00 | 76.00 | 28.9% | -1.00 | 0.0000 | -0.017 | ||||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs