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 ±19.7% (70.40–105.00) · ATM IV 26.0% · P/C open interest 0.83
| 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 | |
| 42.50 | 44.05 | 38.5% | 0.97 | 0.0016 | 0.000 | 45 | 0.1700 | 0.3600 | 1 | 38.8% | -0.02 | 0.0014 | -0.002 | |||
| 37.75 | 39.35 | 35.2% | 0.96 | 0.0023 | 0.000 | 50 | 0.2800 | 0.5000 | 1 | 36.0% | -0.03 | 0.0022 | -0.003 | |||
| 33.25 | 34.90 | 34.7% | 0.94 | 0.0034 | 0.000 | 55 | 0.5000 | 0.7100 | 1 | 33.9% | -0.05 | 0.0034 | -0.004 | |||
| 28.70 | 30.75 | 11 | 33.6% | 0.92 | 0.0050 | -0.002 | 60 | 0.7500 | 0.9500 | 1,032 | 31.3% | -0.07 | 0.0051 | -0.005 | ||
| 24.45 | 25.95 | 30.2% | 0.89 | 0.0070 | -0.004 | 65 | 1.21 | 1.55 | 59 | 30.1% | -0.10 | 0.0072 | -0.007 | |||
| 20.35 | 21.90 | 1 | 29.0% | 0.84 | 0.0095 | -0.006 | 70 | 1.71 | 2.30 | 650 | 28.4% | -0.15 | 0.0098 | -0.008 | ||
| 16.55 | 18.05 | 1 | 27.7% | 0.78 | 0.0122 | -0.008 | 75 | 2.76 | 3.40 | 27.6% | -0.21 | 0.0127 | -0.010 | |||
| 13.30 | 14.60 | 1 | 1 | 27.1% | 0.71 | 0.0148 | -0.010 | 80 | 4.30 | 4.90 | 27.2% | -0.29 | 0.0156 | -0.011 | ||
| 10.35 | 11.65 | 26.6% | 0.63 | 0.0169 | -0.011 | 85 | 6.10 | 6.85 | 1 | 26.5% | -0.37 | 0.0181 | -0.012 | |||
| 7.85 | 9.05 | 1 | 26.0% | 0.54 | 0.0182 | -0.012 | 90 | 8.40 | 9.30 | 16 | 26.0% | -0.47 | 0.0199 | -0.013 | ||
| 5.90 | 6.80 | 1 | 1 | 25.5% | 0.45 | 0.0185 | -0.012 | 95 | 10.30 | 12.20 | 24.1% | -0.57 | 0.0208 | -0.013 | ||
| 4.25 | 5.25 | 773 | 25.4% | 0.37 | 0.0178 | -0.011 | 100 | 14.40 | 15.65 | 25.1% | -0.66 | 0.0206 | -0.012 | |||
| 3.05 | 3.80 | 63 | 25.0% | 0.30 | 0.0164 | -0.010 | 105 | 18.40 | 19.55 | 1 | 25.5% | -0.75 | 0.0194 | -0.011 | ||
| 2.20 | 2.87 | 139 | 25.1% | 0.24 | 0.0146 | -0.009 | 110 | 21.45 | 24.10 | 1 | 23.5% | -0.83 | 0.0184 | -0.009 | ||
| 1.37 | 2.20 | 796 | 24.9% | 0.18 | 0.0125 | -0.008 | 115 | 26.65 | 28.65 | 25.9% | -0.90 | 0.0177 | -0.009 | |||
| 1.12 | 1.70 | 339 | 25.6% | 0.14 | 0.0106 | -0.007 | 120 | 31.70 | 33.30 | 10 | 27.6% | -0.96 | 0.0174 | -0.008 | ||
| 0.8100 | 1.35 | 1 | 26.1% | 0.11 | 0.0088 | -0.006 | 125 | 35.00 | 39.50 | -0.99 | 0.0035 | -0.008 | ||||
| 0.5800 | 0.9100 | 25.8% | 0.09 | 0.0073 | -0.005 | 130 | 40.50 | 43.80 | -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 — 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