XRT option chain State Street SPDR S&P Retail ETF
Cboe delayed options data · as of 18:46 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 ±9.6% (78.54–95.29) · ATM IV 24.6% · P/C open interest 7.05
| 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 | |
| 40.85 | 44.00 | 1 | 77.3% | 1.00 | 0.0002 | 0.000 | 45 | 0.0100 | 0.1000 | 222 | 57.6% | -0.00 | 0.0002 | -0.001 | ||
| 35.85 | 39.05 | 10 | 65.8% | 1.00 | 0.0004 | 0.000 | 50 | 0 | 0.1100 | 89 | 49.2% | -0.00 | 0.0005 | -0.001 | ||
| 31.45 | 32.80 | 56 | 0.99 | 0.0010 | 0.000 | 55 | 0 | 0.1400 | 308 | 42.9% | -0.01 | 0.0011 | -0.002 | |||
| 26.00 | 29.15 | 41 | 48.2% | 0.99 | 0.0021 | -0.000 | 60 | 0.0100 | 0.1800 | 290 | 37.2% | -0.01 | 0.0023 | -0.003 | ||
| 24.20 | 25.85 | 16 | 0.98 | 0.0028 | -0.001 | 62 | 0.0300 | 0.2000 | 4 | 35.4% | -0.02 | 0.0031 | -0.004 | |||
| 23.85 | 24.90 | 2 | 35.9% | 0.98 | 0.0033 | -0.002 | 63 | 0.0500 | 0.2200 | 59 | 34.9% | -0.02 | 0.0035 | -0.004 | ||
| 22.90 | 23.95 | 1 | 36.0% | 0.98 | 0.0038 | -0.002 | 64 | 0.0600 | 0.2300 | 19 | 33.8% | -0.02 | 0.0041 | -0.005 | ||
| 21.90 | 22.85 | 7 | 32.3% | 0.97 | 0.0044 | -0.003 | 65 | 0.0800 | 0.2500 | 10 | 33.1% | -0.03 | 0.0047 | -0.005 | ||
| 20.95 | 22.00 | 38 | 34.1% | 0.97 | 0.0051 | -0.004 | 66 | 0.1000 | 0.2800 | 31 | 32.5% | -0.03 | 0.0054 | -0.006 | ||
| 20.05 | 20.95 | 50 | 33.1% | 0.96 | 0.0059 | -0.004 | 67 | 0.1200 | 0.3100 | 13 | 31.8% | -0.04 | 0.0061 | -0.006 | ||
| 19.10 | 20.10 | 11 | 33.8% | 0.96 | 0.0068 | -0.005 | 68 | 0.2000 | 0.3100 | 32 | 31.3% | -0.04 | 0.0070 | -0.007 | ||
| 18.10 | 18.95 | 3 | 30.2% | 0.95 | 0.0078 | -0.006 | 69 | 0.1800 | 0.3500 | 302 | 30.1% | -0.05 | 0.0080 | -0.008 | ||
| 17.15 | 17.85 | 63 | 27.9% | 0.94 | 0.0089 | -0.007 | 70 | 0.2800 | 0.3800 | 495 | 30.0% | -0.06 | 0.0092 | -0.008 | ||
| 16.20 | 17.00 | 13 | 28.5% | 0.93 | 0.0102 | -0.008 | 71 | 0.3100 | 0.4700 | 33 | 29.5% | -0.07 | 0.0104 | -0.009 | ||
| 15.20 | 16.20 | 34 | 28.7% | 0.92 | 0.0116 | -0.009 | 72 | 0.3500 | 0.5500 | 96 | 29.0% | -0.08 | 0.0118 | -0.010 | ||
| 14.30 | 15.25 | 63 | 28.2% | 0.91 | 0.0131 | -0.010 | 73 | 0.4600 | 0.5900 | 3,027 | 28.5% | -0.09 | 0.0133 | -0.011 | ||
| 13.50 | 14.35 | 4 | 28.6% | 0.90 | 0.0148 | -0.011 | 74 | 0.5100 | 0.6900 | 867 | 27.9% | -0.10 | 0.0150 | -0.012 | ||
| 12.60 | 13.40 | 11 | 27.7% | 0.88 | 0.0167 | -0.012 | 75 | 0.6200 | 0.7800 | 699 | 27.5% | -0.12 | 0.0168 | -0.013 | ||
| 11.65 | 12.55 | 6 | 27.0% | 0.87 | 0.0186 | -0.013 | 76 | 0.7100 | 0.9200 | 601 | 27.0% | -0.14 | 0.0188 | -0.014 | ||
| 10.75 | 11.80 | 32 | 27.0% | 0.85 | 0.0207 | -0.014 | 77 | 0.8500 | 1.14 | 228 | 27.1% | -0.16 | 0.0209 | -0.015 | ||
| 9.95 | 10.95 | 1,609 | 26.7% | 0.83 | 0.0229 | -0.016 | 78 | 1.01 | 1.29 | 1 | 2,288 | 26.6% | -0.18 | 0.0230 | -0.017 | |
| 9.25 | 10.15 | 10 | 26.9% | 0.80 | 0.0251 | -0.017 | 79 | 1.20 | 1.49 | 102 | 26.4% | -0.20 | 0.0253 | -0.018 | ||
| 8.50 | 9.35 | 126 | 26.6% | 0.78 | 0.0273 | -0.018 | 80 | 1.23 | 1.55 | 303 | 5,357 | 24.7% | -0.23 | 0.0275 | -0.019 | |
| 7.50 | 8.50 | 20 | 25.0% | 0.75 | 0.0295 | -0.019 | 81 | 1.62 | 2.03 | 336 | 25.9% | -0.26 | 0.0297 | -0.020 | ||
| 7.05 | 7.95 | 90 | 26.3% | 0.72 | 0.0316 | -0.020 | 82 | 1.89 | 2.21 | 20 | 29 | 25.3% | -0.29 | 0.0318 | -0.021 | |
| 6.35 | 7.15 | 19 | 25.6% | 0.68 | 0.0335 | -0.021 | 83 | 2.19 | 2.97 | 40 | 26.5% | -0.32 | 0.0338 | -0.021 | ||
| 5.75 | 6.45 | 60 | 25.4% | 0.65 | 0.0352 | -0.022 | 84 | 2.54 | 3.00 | 101 | 25.3% | -0.35 | 0.0355 | -0.022 | ||
| 5.10 | 5.75 | 31 | 24.8% | 0.61 | 0.0366 | -0.022 | 85 | 2.85 | 3.30 | 29.3K | 24.6% | -0.39 | 0.0369 | -0.023 | ||
| 4.60 | 5.00 | 197 | 24.3% | 0.58 | 0.0377 | -0.023 | 86 | 3.40 | 3.75 | 1 | 244 | 24.8% | -0.43 | 0.0380 | -0.023 | |
| 2.65 | 3.15 | 1,856 | 23.6% | 0.42 | 0.0382 | -0.022 | 90 | 5.40 | 5.90 | 380 | 24.1% | -0.58 | 0.0386 | -0.023 | ||
| 1.22 | 1.63 | 3 | 679 | 23.5% | 0.26 | 0.0313 | -0.019 | 95 | 8.70 | 9.70 | 148 | 24.3% | -0.75 | 0.0322 | -0.019 | |
| 0.5300 | 0.9500 | 1,046 | 24.6% | 0.15 | 0.0218 | -0.014 | 100 | 12.95 | 13.75 | 31 | 23.7% | -0.87 | 0.0243 | -0.014 | ||
| 0.3200 | 0.4000 | 14 | 105 | 25.3% | 0.08 | 0.0140 | -0.009 | 105 | 17.60 | 18.60 | 1 | 25.1% | -0.94 | 0.0188 | -0.012 | |
| 0.1100 | 0.3200 | 81 | 27.0% | 0.05 | 0.0086 | -0.006 | 110 | 21.20 | 24.80 | 1 | -0.99 | 0.0081 | -0.005 | |||
| 0.0600 | 0.2300 | 11 | 29.1% | 0.03 | 0.0053 | -0.004 | 115 | 26.55 | 29.40 | -1.00 | 0.0000 | -0.005 | ||||
| 0.0200 | 0.1900 | 36 | 31.1% | 0.02 | 0.0033 | -0.003 | 120 | 31.55 | 34.40 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.1700 | 56 | 33.4% | 0.01 | 0.0021 | -0.002 | 125 | 36.75 | 39.80 | 47.8% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.1500 | 14 | 35.8% | 0.01 | 0.0013 | -0.001 | 130 | 41.75 | 44.80 | 52.0% | -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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs