XLP
Consumer Staples Select Sector SPDRClose $85.58EOD onlyThis page reflects XLP options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 60.00 | 24.90 | 23.05 | 28.00 | 0.00 | 5 | 4 | 356.7% | 0.896 | 0.0065 | -0.837 | 0.014 | 0.004 |
| 65.00 | 20.79 | 18.30 | 23.00 | 0.00 | 20 | 8 | 127.0% | 0.993 | 0.0020 | -0.040 | 0.002 | 0.005 |
| 71.00 | 14.92 | 12.30 | 17.00 | 2.11 | 2 | 4 | 91.0% | 0.990 | 0.0039 | -0.041 | 0.002 | 0.006 |
| 72.00 | 13.92 | 11.25 | 16.00 | 0.43 | 11 | 3 | 79.7% | 0.993 | 0.0033 | -0.030 | 0.002 | 0.006 |
| 73.00 | 12.92 | 10.35 | 15.00 | 0.35 | 11 | 6 | 83.6% | 0.984 | 0.0062 | -0.052 | 0.003 | 0.006 |
| 74.00 | 11.68 | 9.30 | 14.00 | 0.00 | 1 | 9 | 73.4% | 0.987 | 0.0059 | -0.041 | 0.003 | 0.006 |
| 75.00 | 10.82 | 8.30 | 13.00 | 0.36 | 1 | 12 | 68.0% | 0.985 | 0.0071 | -0.041 | 0.003 | 0.006 |
| 76.00 | 10.14 | 7.15 | 12.10 | 0.00 | 0 | 1 | 57.8% | 0.989 | 0.0063 | -0.030 | 0.002 | 0.006 |
| 78.00 | 7.10 | 5.15 | 10.15 | 0.00 | 0 | 2 | 50.6% | 0.980 | 0.0124 | -0.041 | 0.004 | 0.006 |
| 79.00 | 4.80 | 4.30 | 9.00 | 0.00 | 1 | 30 | 146.9% | 0.749 | 0.0280 | -0.612 | 0.025 | 0.005 |
| 80.00 | 4.70 | 3.35 | 8.00 | 0.00 | 1 | 43 | 135.8% | 0.730 | 0.0314 | -0.588 | 0.026 | 0.005 |
| 80.50 | 4.50 | 2.91 | 7.85 | 0.00 | 0 | 2 | 52.2% | 0.907 | 0.0410 | -0.121 | 0.013 | 0.006 |
| 81.00 | 3.30 | 2.40 | 7.00 | 0.00 | 14 | 51 | 124.6% | 0.708 | 0.0355 | -0.560 | 0.027 | 0.004 |
| 81.50 | 3.95 | 1.81 | 6.50 | 0.00 | 1 | 9 | 118.9% | 0.695 | 0.0380 | -0.545 | 0.027 | 0.004 |
| 82.00 | 3.27 | 1.35 | 6.00 | 0.00 | 1 | 22 | 113.1% | 0.681 | 0.0407 | -0.528 | 0.028 | 0.004 |
| 82.50 | 2.95 | 0.90 | 5.50 | 0.00 | 1 | 12 | 107.2% | 0.666 | 0.0437 | -0.511 | 0.028 | 0.004 |
| 83.00 | 2.88 | 1.30 | 5.50 | 0.98 | 11 | 63 | 52.0% | 0.752 | 0.0785 | -0.220 | 0.025 | 0.005 |
| 83.50 | 2.46 | 0.15 | 5.00 | 0.55 | 10 | 129 | 109.7% | 0.618 | 0.0448 | -0.547 | 0.030 | 0.004 |
| 84.00 | 1.75 | 0.10 | 5.00 | 0.73 | 1 | 445 | 117.6% | 0.591 | 0.0426 | -0.596 | 0.030 | 0.004 |
| 84.50 | 1.14 | 0.01 | 4.95 | 0.42 | 6 | 1,771 | 53.3% | 0.616 | 0.0924 | -0.269 | 0.030 | 0.004 |
| 85.00 | 1.09 | 0.05 | 2.80 | 0.63 | 12 | 8,894 | 70.2% | 0.557 | 0.0725 | -0.364 | 0.031 | 0.004 |
| 85.50 | 0.66 | 0.10 | 5.00 | 0.34 | 149 | 994 | 70.3% | 0.521 | 0.0731 | -0.367 | 0.031 | 0.003 |
| 86.00 | 0.40 | 0.20 | 0.68 | 0.20 | 287 | 3,763 | 24.4% | 0.423 | 0.2067 | -0.128 | 0.030 | 0.003 |
| 86.50 | 0.25 | 0.06 | 0.48 | 0.14 | 241 | 1,007 | 24.0% | 0.321 | 0.1922 | -0.114 | 0.028 | 0.002 |
| 87.00 | 0.16 | 0.05 | 0.21 | 0.08 | 35 | 2,447 | 19.5% | 0.184 | 0.1755 | -0.069 | 0.021 | 0.001 |
| 87.50 | 0.09 | 0.00 | 1.00 | 0.06 | 20 | 1,067 | 49.8% | 0.322 | 0.0928 | -0.234 | 0.028 | 0.002 |
| 88.00 | 0.06 | 0.00 | 1.18 | 0.04 | 96 | 4,557 | 60.2% | 0.316 | 0.0763 | -0.280 | 0.028 | 0.002 |
| 88.50 | 0.04 | 0.00 | 0.22 | 0.01 | 26 | 224 | 31.0% | 0.121 | 0.0839 | -0.082 | 0.016 | 0.001 |
| 89.00 | 0.02 | 0.02 | 0.24 | 0.00 | 99 | 2,807 | 35.4% | 0.116 | 0.0712 | -0.090 | 0.015 | 0.001 |
| 89.50 | 0.02 | 0.00 | 0.24 | 0.00 | 4 | 326 | 38.7% | 0.106 | 0.0609 | -0.092 | 0.014 | 0.001 |
| 90.00 | 0.02 | 0.00 | 0.02 | 0.01 | 8 | 369 | 24.2% | 0.012 | 0.0163 | -0.010 | 0.002 | 0.000 |
| 90.50 | 0.01 | 0.00 | 0.02 | 0.00 | 1 | 761 | 26.6% | 0.011 | 0.0139 | -0.010 | 0.002 | 0.000 |
| 91.00 | 0.01 | 0.00 | 0.02 | 0.00 | 1 | 202 | 28.9% | 0.010 | 0.0122 | -0.010 | 0.002 | 0.000 |
| 92.00 | 0.02 | 0.00 | 0.02 | 0.00 | 1 | 53 | 32.8% | 0.008 | 0.0087 | -0.009 | 0.002 | 0.000 |
| 93.00 | 0.02 | 0.00 | 0.02 | 0.00 | 1 | 11 | 37.1% | 0.007 | 0.0070 | -0.010 | 0.002 | 0.000 |
| 94.00 | 0.05 | 0.00 | 0.02 | 0.00 | 10 | 20 | 41.4% | 0.007 | 0.0059 | -0.010 | 0.001 | 0.000 |
| 95.00 | 0.08 | 0.00 | 0.02 | 0.00 | 1 | 12 | 45.3% | 0.006 | 0.0048 | -0.010 | 0.001 | 0.000 |
| 96.00 | 0.04 | 0.00 | 0.02 | 0.00 | 11 | 64 | 49.2% | 0.005 | 0.0041 | -0.010 | 0.001 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 50.00 | 0.02 | 0.00 | 1.84 | 0.00 | 0 | 2 | 367.8% | -0.038 | 0.0029 | -0.389 | 0.006 | -0.000 |
| 70.00 | 0.04 | 0.00 | 0.11 | 0.00 | 0 | 1 | 93.4% | -0.008 | 0.0029 | -0.026 | 0.002 | -0.000 |
| 71.00 | 0.02 | 0.00 | 0.02 | 0.00 | 13 | 17 | 70.3% | -0.002 | 0.0009 | -0.004 | 0.000 | -0.000 |
| 72.00 | 0.04 | - | 0.02 | 0.00 | 0 | 0 | 71.1% | -0.003 | 0.0018 | -0.009 | 0.001 | -0.000 |
| 73.00 | 0.05 | 0.00 | 0.02 | 0.00 | 30 | 28 | 60.9% | -0.002 | 0.0012 | -0.005 | 0.000 | -0.000 |
| 74.00 | 0.01 | 0.00 | 0.22 | 0.00 | 1 | 6 | 79.7% | -0.020 | 0.0078 | -0.050 | 0.004 | -0.000 |
| 75.00 | 0.05 | 0.00 | 0.02 | 0.00 | 1 | 139 | 51.6% | -0.002 | 0.0017 | -0.005 | 0.001 | -0.000 |
| 76.00 | 0.03 | 0.00 | 0.02 | 0.00 | 1 | 27 | 50.8% | -0.005 | 0.0034 | -0.009 | 0.001 | -0.000 |
| 77.00 | 0.02 | 0.00 | 0.02 | 0.00 | 1 | 22 | 46.1% | -0.005 | 0.0042 | -0.009 | 0.001 | -0.000 |
| 78.00 | 0.01 | 0.00 | 0.02 | 0.00 | 4 | 249 | 41.4% | -0.006 | 0.0055 | -0.009 | 0.001 | -0.000 |
| 79.00 | 0.01 | 0.00 | 0.02 | 0.00 | 8 | 912 | 36.3% | -0.007 | 0.0069 | -0.009 | 0.002 | -0.000 |
| 79.50 | 0.05 | 0.00 | 0.02 | 0.00 | 1 | 4 | 34.0% | -0.008 | 0.0081 | -0.009 | 0.002 | -0.000 |
| 80.00 | 0.01 | 0.00 | 0.02 | 0.00 | 3 | 2,160 | 31.3% | -0.008 | 0.0091 | -0.009 | 0.002 | -0.000 |
| 80.50 | 0.02 | 0.00 | 0.02 | 0.00 | 4 | 33 | 28.9% | -0.009 | 0.0109 | -0.009 | 0.002 | -0.000 |
| 81.00 | 0.03 | 0.01 | 0.02 | 0.00 | 6 | 1,741 | 26.6% | -0.010 | 0.0134 | -0.009 | 0.002 | -0.000 |
| 81.50 | 0.02 | 0.00 | 0.02 | -0.01 | 1 | 1,017 | 23.8% | -0.011 | 0.0157 | -0.009 | 0.002 | -0.000 |
| 82.00 | 0.01 | 0.00 | 0.02 | -0.05 | 51 | 4,620 | 21.5% | -0.013 | 0.0203 | -0.009 | 0.003 | -0.000 |
| 82.50 | 0.03 | 0.02 | 0.05 | -0.04 | 6 | 804 | 22.5% | -0.034 | 0.0431 | -0.021 | 0.006 | -0.000 |
| 83.00 | 0.04 | 0.03 | 0.15 | -0.07 | 17 | 3,964 | 26.0% | -0.092 | 0.0821 | -0.055 | 0.013 | -0.001 |
| 83.50 | 0.14 | 0.02 | 2.66 | -0.05 | 5 | 690 | 63.1% | -0.321 | 0.0732 | -0.289 | 0.028 | -0.002 |
| 84.00 | 0.09 | 0.09 | 1.07 | -0.22 | 95 | 6,024 | 49.4% | -0.328 | 0.0943 | -0.227 | 0.028 | -0.002 |
| 84.50 | 0.17 | 0.10 | 2.96 | -0.32 | 46 | 769 | 57.0% | -0.390 | 0.0867 | -0.279 | 0.030 | -0.003 |
| 85.00 | 0.32 | 0.29 | 0.80 | -0.40 | 151 | 6,799 | 29.9% | -0.391 | 0.1656 | -0.144 | 0.030 | -0.003 |
| 85.50 | 0.53 | 0.00 | 4.35 | -0.50 | 27 | 386 | 62.0% | -0.480 | 0.0828 | -0.314 | 0.031 | -0.004 |
| 86.00 | 0.64 | 0.00 | 4.80 | -0.75 | 313 | 1,140 | 60.9% | -0.522 | 0.0843 | -0.308 | 0.031 | -0.004 |
| 86.50 | 0.93 | 0.02 | 4.95 | -0.92 | 3 | 397 | 55.4% | -0.572 | 0.0913 | -0.275 | 0.030 | -0.004 |
| 87.00 | 2.35 | 0.01 | 4.95 | 0.00 | 6 | 966 | 116.7% | -0.540 | 0.0438 | -0.593 | 0.031 | -0.004 |
| 87.50 | 1.68 | 0.10 | 5.00 | 0.00 | 9 | 172 | 109.8% | -0.567 | 0.0462 | -0.552 | 0.031 | -0.004 |
| 88.00 | 3.32 | 0.40 | 5.00 | 0.00 | 25 | 602 | 101.1% | -0.600 | 0.0492 | -0.498 | 0.030 | -0.005 |
| 88.50 | 2.01 | 0.55 | 5.35 | 0.00 | 61 | 85 | 102.1% | -0.623 | 0.0480 | -0.495 | 0.029 | -0.005 |
| 89.00 | 2.31 | 1.05 | 5.85 | 0.00 | 208 | 168 | 107.2% | -0.637 | 0.0451 | -0.513 | 0.029 | -0.005 |
| 89.50 | 2.05 | 1.51 | 6.45 | 0.00 | 3 | 0 | 115.0% | -0.646 | 0.0417 | -0.546 | 0.029 | -0.005 |
| 90.00 | 3.30 | 2.25 | 6.70 | 0.00 | 132 | 115 | 112.4% | -0.670 | 0.0415 | -0.519 | 0.028 | -0.005 |
| 90.50 | 3.70 | 2.51 | 7.45 | 0.00 | 0 | 0 | 124.6% | -0.668 | 0.0375 | -0.577 | 0.028 | -0.005 |
| 91.00 | 6.50 | 3.00 | 7.90 | 0.00 | 0 | 0 | 127.6% | -0.681 | 0.0361 | -0.582 | 0.028 | -0.005 |
| 92.00 | 4.10 | 4.00 | 8.60 | 0.00 | 0 | 0 | 127.1% | -0.715 | 0.0344 | -0.550 | 0.026 | -0.006 |
| 105.00 | 19.87 | 17.00 | 21.95 | 0.00 | 0 | 0 | 92.2% | -0.992 | 0.0031 | -0.014 | 0.002 | -0.009 |
| 110.00 | 24.97 | 22.00 | 26.95 | 0.00 | 0 | 0 | 109.4% | -0.993 | 0.0022 | -0.013 | 0.001 | -0.009 |
| 115.00 | 29.87 | 27.00 | 31.95 | 0.00 | 0 | 0 | 125.4% | -0.994 | 0.0016 | -0.012 | 0.001 | -0.009 |
| 120.00 | 34.87 | 32.00 | 36.95 | 0.00 | 0 | 0 | 140.6% | -0.995 | 0.0013 | -0.012 | 0.001 | -0.010 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.