XRT option chain State Street SPDR S&P Retail ETF
Cboe delayed options data · as of 00:47 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 ±7.1% (80.55–92.95) · ATM IV 22.0% · P/C open interest 2.54
| 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 | |
| 39.45 | 44.00 | 62.2% | 1.00 | 0.0004 | 0.000 | 45 | 0 | 1.04 | 444 | 99.3% | -0.00 | 0.0004 | -0.001 | |||
| 35.00 | 39.05 | 75.9% | 0.99 | 0.0007 | 0.000 | 50 | 0 | 0.8400 | 280 | 81.8% | -0.00 | 0.0007 | -0.002 | |||
| 29.70 | 34.10 | 55.6% | 0.99 | 0.0012 | 0.000 | 55 | 0 | 0.2100 | 4 | 313 | 54.7% | -0.01 | 0.0012 | -0.003 | ||
| 24.65 | 29.15 | 43.5% | 0.98 | 0.0024 | -0.001 | 60 | 0 | 0.4600 | 19 | 51.8% | -0.01 | 0.0024 | -0.004 | |||
| 19.70 | 24.25 | 6 | 37.3% | 0.97 | 0.0045 | -0.004 | 65 | 0.0100 | 2.20 | 743 | 61.5% | -0.03 | 0.0045 | -0.007 | ||
| 14.85 | 19.40 | 33.0% | 0.95 | 0.0087 | -0.008 | 70 | 0 | 1.10 | 451 | 40.5% | -0.05 | 0.0088 | -0.010 | |||
| 12.95 | 17.15 | 26.6% | 0.93 | 0.0114 | -0.010 | 72 | 0 | 2.37 | 35 | 46.0% | -0.07 | 0.0114 | -0.012 | |||
| 12.15 | 16.55 | 32.2% | 0.92 | 0.0129 | -0.011 | 73 | 0 | 2.42 | 781 | 44.0% | -0.08 | 0.0130 | -0.013 | |||
| 11.30 | 15.60 | 32.0% | 0.91 | 0.0147 | -0.013 | 74 | 0.0300 | 2.47 | 29 | 42.1% | -0.09 | 0.0148 | -0.015 | |||
| 10.15 | 14.70 | 1 | 29.4% | 0.90 | 0.0167 | -0.014 | 75 | 0 | 2.54 | 2 | 600 | 40.0% | -0.10 | 0.0169 | -0.016 | |
| 9.30 | 13.75 | 28.9% | 0.88 | 0.0189 | -0.015 | 76 | 0 | 2.61 | 18 | 38.0% | -0.12 | 0.0191 | -0.017 | |||
| 8.85 | 12.80 | 30.7% | 0.86 | 0.0214 | -0.017 | 77 | 0 | 2.70 | 1 | 14 | 36.1% | -0.14 | 0.0216 | -0.018 | ||
| 7.80 | 11.90 | 28.7% | 0.84 | 0.0240 | -0.018 | 78 | 0.0100 | 2.83 | 2 | 70 | 34.4% | -0.16 | 0.0243 | -0.020 | ||
| 7.30 | 11.05 | 5 | 5 | 29.9% | 0.82 | 0.0269 | -0.020 | 79 | 0 | 2.95 | 286 | 32.5% | -0.18 | 0.0273 | -0.021 | |
| 6.05 | 10.30 | 7 | 27.5% | 0.79 | 0.0300 | -0.021 | 80 | 0 | 3.15 | 1 | 1,340 | 31.0% | -0.21 | 0.0304 | -0.022 | |
| 5.05 | 9.55 | 26.2% | 0.76 | 0.0331 | -0.023 | 81 | 0.0100 | 3.35 | 351 | 29.4% | -0.24 | 0.0336 | -0.024 | |||
| 4.25 | 8.80 | 8 | 25.6% | 0.73 | 0.0362 | -0.024 | 82 | 1.07 | 1.87 | 2,103 | 24.9% | -0.27 | 0.0368 | -0.025 | ||
| 3.60 | 8.05 | 16 | 25.4% | 0.69 | 0.0392 | -0.025 | 83 | 1.00 | 2.37 | 96 | 24.1% | -0.31 | 0.0399 | -0.026 | ||
| 4.05 | 7.00 | 715 | 27.9% | 0.65 | 0.0419 | -0.026 | 84 | 1.48 | 2.52 | 46 | 23.8% | -0.35 | 0.0428 | -0.027 | ||
| 2.30 | 7.00 | 93 | 25.7% | 0.61 | 0.0442 | -0.027 | 85 | 1.32 | 3.60 | 16 | 5,147 | 24.2% | -0.39 | 0.0452 | -0.028 | |
| 1.74 | 5.35 | 19 | 21.6% | 0.57 | 0.0459 | -0.027 | 86 | 0.6800 | 4.95 | 16 | 154 | 23.5% | -0.44 | 0.0471 | -0.028 | |
| 1.23 | 5.15 | 15 | 997 | 22.7% | 0.52 | 0.0469 | -0.028 | 87 | 1.12 | 4.90 | 104 | 21.3% | -0.49 | 0.0483 | -0.028 | |
| 0.7500 | 5.35 | 918 | 25.0% | 0.47 | 0.0471 | -0.028 | 88 | 1.63 | 6.05 | 307 | 23.4% | -0.53 | 0.0487 | -0.028 | ||
| 1.94 | 3.10 | 604 | 24.1% | 0.43 | 0.0466 | -0.027 | 89 | 2.18 | 6.80 | 227 | 23.8% | -0.58 | 0.0484 | -0.028 | ||
| 1.62 | 4.60 | 164 | 31.2% | 0.38 | 0.0453 | -0.026 | 90 | 2.81 | 7.15 | 417 | 22.6% | -0.63 | 0.0473 | -0.027 | ||
| 0.7200 | 4.25 | 394 | 29.1% | 0.34 | 0.0434 | -0.025 | 91 | 3.65 | 8.10 | 12 | 24.2% | -0.67 | 0.0456 | -0.026 | ||
| 0.1000 | 2.54 | 12 | 22.3% | 0.30 | 0.0411 | -0.024 | 92 | 4.35 | 8.85 | 13 | 24.3% | -0.71 | 0.0435 | -0.025 | ||
| 0.1400 | 2.06 | 23 | 22.4% | 0.27 | 0.0384 | -0.023 | 93 | 5.10 | 9.50 | 23.7% | -0.75 | 0.0410 | -0.024 | |||
| 0.0100 | 3.35 | 308 | 29.5% | 0.24 | 0.0356 | -0.022 | 94 | 5.95 | 10.35 | 3 | 24.2% | -0.78 | 0.0384 | -0.023 | ||
| 0 | 3.20 | 27 | 30.8% | 0.21 | 0.0327 | -0.020 | 95 | 6.75 | 11.10 | 13 | 23.6% | -0.82 | 0.0356 | -0.021 | ||
| 0 | 3.00 | 2 | 38 | 31.8% | 0.18 | 0.0298 | -0.019 | 96 | 7.60 | 11.95 | 11 | 23.3% | -0.84 | 0.0330 | -0.020 | |
| 0 | 2.46 | 2 | 1,184 | 36.0% | 0.11 | 0.0199 | -0.014 | 100 | 11.30 | 15.75 | 24.4% | -0.92 | 0.0232 | -0.015 | ||
| 0 | 1.45 | 104 | 36 | 37.1% | 0.06 | 0.0117 | -0.010 | 105 | 16.20 | 20.45 | -0.98 | 0.0153 | -0.010 | |||
| 0 | 0.5700 | 1 | 23 | 35.1% | 0.03 | 0.0070 | -0.007 | 110 | 21.20 | 25.65 | -1.00 | 0.0000 | -0.008 | |||
| 0 | 2.17 | 1 | 54.6% | 0.02 | 0.0044 | -0.005 | 115 | 26.20 | 30.65 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 2.15 | 3 | 60.1% | 0.01 | 0.0028 | -0.003 | 120 | 31.30 | 35.05 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.3900 | 4 | 2 | 46.2% | 0.01 | 0.0018 | -0.002 | 125 | 36.20 | 40.65 | -1.00 | 0.0000 | -0.008 | |||
| 0.0100 | 1.30 | 2 | 70 | 62.8% | 0.01 | 0.0012 | -0.002 | 130 | 41.20 | 45.65 | -1.00 | 0.0000 | -0.008 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs