XRT option chain State Street SPDR S&P Retail 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 ±5.7% (82.06–91.98) · ATM IV 29.6% · 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 | |
| 34.80 | 39.80 | 1.00 | 0.0002 | -0.001 | 50 | 0 | 4.90 | 217.5% | -0.00 | 0.0002 | -0.001 | |||||
| 29.90 | 34.90 | 79.3% | 1.00 | 0.0003 | -0.001 | 55 | 0 | 3.35 | 166.9% | -0.00 | 0.0003 | -0.001 | ||||
| 24.85 | 29.85 | 1.00 | 0.0007 | -0.002 | 60 | 0 | 3.40 | 143.1% | -0.00 | 0.0007 | -0.002 | |||||
| 19.80 | 24.80 | 0.99 | 0.0017 | -0.004 | 65 | 0 | 2.92 | 114.3% | -0.01 | 0.0017 | -0.004 | |||||
| 14.80 | 19.80 | 0.98 | 0.0041 | -0.008 | 70 | 0 | 2.93 | 93.2% | -0.01 | 0.0041 | -0.008 | |||||
| 9.90 | 14.90 | 0.96 | 0.0105 | -0.014 | 75 | 0 | 4.90 | 3 | 5 | 90.1% | -0.04 | 0.0105 | -0.014 | |||
| 8.90 | 13.90 | 0.95 | 0.0128 | -0.016 | 76 | 0 | 4.90 | 85.5% | -0.05 | 0.0128 | -0.016 | |||||
| 8.05 | 13.00 | 30.4% | 0.94 | 0.0156 | -0.018 | 77 | 0 | 4.90 | 80.9% | -0.06 | 0.0157 | -0.018 | ||||
| 7.45 | 12.45 | 22.7% | 0.94 | 0.0172 | -0.019 | 77.5 | 0 | 4.90 | 5 | 78.6% | -0.06 | 0.0173 | -0.020 | |||
| 7.05 | 12.05 | 29.0% | 0.93 | 0.0190 | -0.021 | 78 | 0 | 1.15 | 43.0% | -0.07 | 0.0191 | -0.021 | ||||
| 6.60 | 11.60 | 29.8% | 0.92 | 0.0210 | -0.022 | 78.5 | 0 | 4.90 | 74.1% | -0.08 | 0.0212 | -0.022 | ||||
| 6.15 | 11.10 | 29.2% | 0.92 | 0.0232 | -0.024 | 79 | 0 | 4.90 | 1 | 71.8% | -0.08 | 0.0234 | -0.024 | |||
| 5.65 | 10.60 | 27.8% | 0.91 | 0.0257 | -0.025 | 79.5 | 0 | 4.90 | 69.5% | -0.09 | 0.0258 | -0.025 | ||||
| 5.20 | 10.10 | 20 | 27.1% | 0.90 | 0.0284 | -0.027 | 80 | 0 | 4.90 | 3 | 67.1% | -0.10 | 0.0285 | -0.027 | ||
| 4.75 | 9.65 | 27.1% | 0.88 | 0.0313 | -0.028 | 80.5 | 0 | 4.90 | 64.8% | -0.12 | 0.0315 | -0.028 | ||||
| 4.30 | 9.20 | 1 | 26.9% | 0.87 | 0.0344 | -0.030 | 81 | 0 | 4.90 | 62.5% | -0.13 | 0.0347 | -0.030 | |||
| 3.85 | 8.75 | 3 | 26.5% | 0.86 | 0.0379 | -0.032 | 81.5 | 0 | 4.90 | 60.1% | -0.14 | 0.0382 | -0.032 | |||
| 3.40 | 8.30 | 1 | 25.9% | 0.84 | 0.0416 | -0.034 | 82 | 0 | 4.85 | 57.4% | -0.16 | 0.0419 | -0.034 | |||
| 3.05 | 7.95 | 27.1% | 0.82 | 0.0455 | -0.035 | 82.5 | 0 | 4.90 | 1 | 5 | 55.3% | -0.18 | 0.0459 | -0.036 | ||
| 2.56 | 7.50 | 25.8% | 0.80 | 0.0497 | -0.037 | 83 | 0 | 3.20 | 30 | 41.3% | -0.20 | 0.0501 | -0.037 | |||
| 2.16 | 7.10 | 1 | 25.6% | 0.78 | 0.0540 | -0.039 | 83.5 | 0 | 4.90 | 50.4% | -0.22 | 0.0545 | -0.039 | |||
| 1.66 | 6.60 | 23.7% | 0.75 | 0.0584 | -0.041 | 84 | 0 | 4.90 | 48.0% | -0.25 | 0.0589 | -0.041 | ||||
| 1.10 | 5.85 | 19.7% | 0.72 | 0.0628 | -0.042 | 84.5 | 0 | 4.35 | 1 | 41.9% | -0.28 | 0.0634 | -0.043 | |||
| 0.7100 | 5.65 | 20.4% | 0.69 | 0.0670 | -0.044 | 85 | 0 | 4.90 | 5 | 42.9% | -0.31 | 0.0677 | -0.044 | |||
| 0.6600 | 5.60 | 24.3% | 0.66 | 0.0710 | -0.045 | 85.5 | 0 | 4.90 | 40.2% | -0.34 | 0.0718 | -0.046 | ||||
| 0.3600 | 5.30 | 9 | 24.4% | 0.62 | 0.0745 | -0.046 | 86 | 0 | 4.90 | 35 | 37.5% | -0.38 | 0.0754 | -0.047 | ||
| 0.0500 | 4.95 | 23.9% | 0.59 | 0.0774 | -0.047 | 86.5 | 0 | 4.90 | 34.8% | -0.42 | 0.0784 | -0.047 | ||||
| 0.0100 | 4.95 | 3 | 26.9% | 0.55 | 0.0795 | -0.047 | 87 | 0.0100 | 4.95 | 32.2% | -0.46 | 0.0806 | -0.048 | |||
| 0 | 4.90 | 29.6% | 0.51 | 0.0807 | -0.047 | 87.5 | 0 | 3.35 | 1 | 19.6% | -0.50 | 0.0819 | -0.048 | |||
| 0 | 4.90 | 2 | 27.6% | 0.47 | 0.0809 | -0.047 | 88 | 0.0500 | 4.95 | 45 | 26.2% | -0.54 | 0.0823 | -0.047 | ||
| 0.0700 | 4.15 | 25.9% | 0.43 | 0.0801 | -0.046 | 88.5 | 0 | 4.35 | 18.7% | -0.58 | 0.0816 | -0.047 | ||||
| 0 | 4.90 | 12 | 37.5% | 0.39 | 0.0783 | -0.045 | 89 | 0.6500 | 5.00 | 26.7% | -0.62 | 0.0799 | -0.046 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 89.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 7 | 42.2% | 0.32 | 0.0723 | -0.042 | 90 | 1.00 | 5.95 | 22.2% | -0.69 | 0.0741 | -0.043 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 90.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 46.6% | 0.25 | 0.0642 | -0.038 | 91 | 1.91 | 6.85 | 24.9% | -0.76 | 0.0661 | -0.039 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 91.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 38 | 50.7% | 0.20 | 0.0552 | -0.033 | 92 | 2.81 | 7.75 | 26.7% | -0.81 | 0.0572 | -0.035 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 92.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 31 | 54.6% | 0.16 | 0.0465 | -0.029 | 93 | 3.55 | 8.45 | 24.5% | -0.86 | 0.0486 | -0.031 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 93.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 52 | 58.4% | 0.12 | 0.0386 | -0.025 | 94 | 4.45 | 9.35 | 24.8% | -0.89 | 0.0406 | -0.027 | |||
| 0 | 0.4200 | 33 | 26.3% | 0.10 | 0.0318 | -0.022 | 95 | 5.45 | 10.40 | 28.0% | -0.92 | 0.0336 | -0.023 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 96 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 97 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 98 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 30 | 78.4% | 0.03 | 0.0119 | -0.011 | 100 | 10.35 | 15.30 | 35.9% | -0.98 | 0.0111 | -0.010 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 105 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.