XLY
Consumer Discretionary Select Sector SPDRClose $116.36EOD onlyThis page reflects XLY 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 85.00 | 33.95 | 29.70 | 34.00 | 0.00 | 0 | 1 | 190.7% | 0.972 | 0.0032 | -0.228 | 0.007 | 0.007 |
| 90.00 | 28.95 | 24.70 | 29.00 | 0.00 | 0 | 1 | 161.9% | 0.966 | 0.0044 | -0.225 | 0.008 | 0.007 |
| 95.00 | 20.50 | 19.50 | 24.00 | 0.00 | 10 | 14 | 127.3% | 0.965 | 0.0057 | -0.182 | 0.008 | 0.007 |
| 98.00 | 19.77 | 16.70 | 21.00 | 0.00 | 4 | 2 | 117.8% | 0.952 | 0.0080 | -0.217 | 0.011 | 0.008 |
| 99.00 | 18.77 | 15.60 | 20.00 | 0.00 | 6 | 3 | 109.4% | 0.954 | 0.0084 | -0.197 | 0.010 | 0.008 |
| 100.00 | 16.54 | 14.30 | 19.00 | -1.31 | 1 | 11 | 94.4% | 0.965 | 0.0077 | -0.138 | 0.008 | 0.008 |
| 101.00 | 15.88 | 13.30 | 18.00 | -2.45 | 3 | 2 | 89.5% | 0.963 | 0.0085 | -0.138 | 0.008 | 0.008 |
| 102.00 | 14.88 | 12.30 | 17.00 | -2.45 | 2 | 2 | 84.6% | 0.961 | 0.0095 | -0.137 | 0.009 | 0.008 |
| 105.00 | 12.85 | 9.30 | 14.00 | 0.00 | 0 | 1 | 69.6% | 0.952 | 0.0136 | -0.134 | 0.011 | 0.008 |
| 107.00 | 10.40 | 7.30 | 12.00 | 0.00 | 3 | 7 | 59.7% | 0.943 | 0.0181 | -0.131 | 0.012 | 0.008 |
| 109.00 | 8.31 | 6.50 | 9.10 | 0.00 | 5 | 103 | 56.0% | 0.907 | 0.0283 | -0.176 | 0.018 | 0.008 |
| 110.00 | 6.95 | 4.40 | 9.00 | -0.37 | 1 | 34 | 110.4% | 0.731 | 0.0284 | -0.650 | 0.035 | 0.006 |
| 111.00 | 6.56 | 3.40 | 8.00 | 0.00 | 2 | 70 | 102.3% | 0.712 | 0.0316 | -0.623 | 0.036 | 0.006 |
| 111.50 | 5.46 | 2.80 | 6.30 | -0.68 | 8 | 6 | 69.8% | 0.762 | 0.0421 | -0.390 | 0.033 | 0.007 |
| 112.00 | 5.05 | 2.50 | 7.00 | -1.15 | 9 | 20 | 94.1% | 0.689 | 0.0356 | -0.593 | 0.037 | 0.006 |
| 112.50 | 4.80 | 1.90 | 6.50 | 0.00 | 5 | 213 | 89.9% | 0.677 | 0.0378 | -0.576 | 0.038 | 0.006 |
| 113.00 | 6.78 | 1.60 | 6.00 | 0.00 | 4 | 312 | 85.7% | 0.663 | 0.0404 | -0.559 | 0.039 | 0.006 |
| 113.50 | 6.07 | 0.50 | 4.70 | 0.00 | 5 | 188 | 63.8% | 0.679 | 0.0532 | -0.410 | 0.038 | 0.006 |
| 114.00 | 3.40 | 0.05 | 4.90 | 0.00 | 3 | 569 | 74.8% | 0.634 | 0.0477 | -0.503 | 0.040 | 0.006 |
| 114.50 | 3.00 | 0.00 | 4.80 | 0.00 | 2 | 45 | 78.8% | 0.605 | 0.0463 | -0.541 | 0.041 | 0.005 |
| 115.00 | 2.17 | 0.20 | 3.10 | -0.80 | 1 | 39 | 48.8% | 0.616 | 0.0741 | -0.336 | 0.040 | 0.006 |
| 115.50 | 4.50 | 0.75 | 2.45 | 0.00 | 1 | 9 | 41.1% | 0.590 | 0.0896 | -0.289 | 0.041 | 0.005 |
| 116.00 | 1.45 | 0.00 | 2.15 | -3.13 | 5 | 124 | 40.5% | 0.545 | 0.0928 | -0.289 | 0.042 | 0.005 |
| 116.50 | 1.15 | 0.00 | 4.80 | 0.05 | 11 | 59 | 50.8% | 0.502 | 0.0745 | -0.363 | 0.042 | 0.005 |
| 117.00 | 0.95 | 0.05 | 4.90 | 0.00 | 2 | 153 | 57.1% | 0.471 | 0.0660 | -0.406 | 0.042 | 0.004 |
| 117.50 | 0.90 | 0.00 | 4.00 | 0.20 | 1 | 7 | 51.8% | 0.430 | 0.0719 | -0.363 | 0.041 | 0.004 |
| 118.00 | 0.46 | 0.05 | 0.95 | -0.05 | 5 | 786 | 33.5% | 0.332 | 0.1026 | -0.219 | 0.038 | 0.003 |
| 118.50 | 0.45 | 0.00 | 1.00 | 0.08 | 1 | 160 | 38.3% | 0.310 | 0.0872 | -0.242 | 0.037 | 0.003 |
| 119.00 | 0.26 | 0.00 | 1.20 | -0.09 | 13 | 873 | 46.4% | 0.307 | 0.0717 | -0.291 | 0.037 | 0.003 |
| 119.50 | 0.15 | 0.00 | 0.95 | -0.05 | 6 | 32 | 44.0% | 0.262 | 0.0701 | -0.256 | 0.034 | 0.002 |
| 120.00 | 0.05 | 0.00 | 0.85 | -0.06 | 42 | 609 | 44.8% | 0.233 | 0.0647 | -0.244 | 0.032 | 0.002 |
| 120.50 | 0.10 | 0.00 | 0.65 | -0.37 | 2 | 39 | 42.5% | 0.190 | 0.0605 | -0.205 | 0.029 | 0.002 |
| 121.00 | 0.30 | 0.00 | 0.35 | 0.00 | 25 | 457 | 36.1% | 0.122 | 0.0530 | -0.130 | 0.021 | 0.001 |
| 121.50 | 0.30 | 0.00 | 0.15 | 0.00 | 1 | 69 | 30.3% | 0.061 | 0.0377 | -0.065 | 0.013 | 0.001 |
| 122.00 | 0.29 | 0.00 | 1.00 | 0.00 | 5 | 1,286 | 60.6% | 0.204 | 0.0443 | -0.305 | 0.030 | 0.002 |
| 123.00 | 0.20 | 0.00 | 0.50 | 0.00 | 1 | 2,552 | 51.2% | 0.122 | 0.0375 | -0.184 | 0.021 | 0.001 |
| 124.00 | 0.04 | 0.00 | 0.20 | -0.30 | 26 | 638 | 43.4% | 0.056 | 0.0247 | -0.087 | 0.012 | 0.001 |
| 125.00 | 0.03 | 0.00 | 0.05 | 0.00 | 2 | 882 | 35.9% | 0.015 | 0.0100 | -0.024 | 0.004 | 0.000 |
| 126.00 | 0.03 | 0.00 | 0.20 | -0.09 | 2 | 473 | 51.4% | 0.047 | 0.0180 | -0.089 | 0.010 | 0.000 |
| 127.00 | 0.22 | 0.00 | 0.05 | 0.00 | 103 | 60 | 42.6% | 0.013 | 0.0073 | -0.025 | 0.003 | 0.000 |
| 128.00 | 0.14 | 0.00 | 1.15 | 0.00 | 1 | 3 | 77.1% | 0.093 | 0.0204 | -0.227 | 0.018 | 0.001 |
| 129.00 | 0.26 | 0.00 | 0.30 | 0.00 | 1 | 274 | 59.1% | 0.029 | 0.0107 | -0.070 | 0.007 | 0.000 |
| 130.00 | 0.05 | 0.00 | 0.20 | 0.00 | 1 | 14 | 58.0% | 0.019 | 0.0076 | -0.048 | 0.005 | 0.000 |
| 131.00 | 0.38 | 0.00 | 4.80 | 0.00 | 1 | 0 | 146.9% | 0.206 | 0.0184 | -0.739 | 0.030 | 0.002 |
| 134.00 | 0.30 | 0.00 | 0.95 | 0.00 | 1 | 1 | 97.0% | 0.060 | 0.0116 | -0.203 | 0.013 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 95.00 | 0.12 | 0.00 | 1.45 | 0.00 | 1 | 3 | 147.9% | -0.057 | 0.0073 | -0.296 | 0.012 | -0.001 |
| 100.00 | 0.05 | 0.00 | 3.20 | 0.00 | 1 | 14 | 153.3% | -0.123 | 0.0126 | -0.546 | 0.021 | -0.001 |
| 104.00 | 0.08 | 0.00 | 0.05 | 0.00 | 2 | 30 | 53.1% | -0.009 | 0.0044 | -0.023 | 0.003 | -0.000 |
| 105.00 | 0.03 | 0.00 | 0.20 | 0.00 | 20 | 1,400 | 55.7% | -0.019 | 0.0080 | -0.046 | 0.005 | -0.000 |
| 106.00 | 0.01 | 0.00 | 0.05 | 0.00 | 1 | 200 | 45.5% | -0.011 | 0.0060 | -0.023 | 0.003 | -0.000 |
| 107.00 | 0.08 | 0.00 | 0.05 | 0.00 | 1 | 211 | 41.6% | -0.012 | 0.0072 | -0.023 | 0.003 | -0.000 |
| 108.00 | 0.05 | 0.00 | 0.05 | 0.00 | 1 | 1,225 | 37.7% | -0.014 | 0.0087 | -0.023 | 0.004 | -0.000 |
| 109.00 | 0.13 | 0.00 | 1.00 | 0.00 | 3 | 39 | 58.3% | -0.102 | 0.0290 | -0.181 | 0.019 | -0.001 |
| 110.00 | 0.03 | 0.00 | 0.55 | 0.00 | 4 | 465 | 54.4% | -0.121 | 0.0350 | -0.190 | 0.021 | -0.001 |
| 111.00 | 0.05 | 0.00 | 0.20 | -0.02 | 6 | 1,675 | 35.3% | -0.066 | 0.0347 | -0.079 | 0.014 | -0.001 |
| 111.50 | 0.22 | 0.00 | 4.80 | 0.00 | 2 | 65 | 92.7% | -0.290 | 0.0350 | -0.554 | 0.036 | -0.003 |
| 112.00 | 0.05 | 0.00 | 1.15 | -0.02 | 4 | 525 | 58.9% | -0.227 | 0.0485 | -0.309 | 0.032 | -0.002 |
| 112.50 | 0.09 | 0.00 | 4.80 | 0.00 | 2 | 458 | 84.6% | -0.315 | 0.0398 | -0.523 | 0.037 | -0.003 |
| 113.00 | 0.13 | 0.05 | 0.30 | -0.01 | 158 | 1,987 | 28.7% | -0.124 | 0.0678 | -0.102 | 0.022 | -0.001 |
| 113.50 | 0.32 | 0.00 | 4.80 | 0.00 | 1 | 4 | 76.1% | -0.344 | 0.0459 | -0.488 | 0.039 | -0.003 |
| 114.00 | 0.20 | 0.00 | 0.55 | 0.05 | 3 | 387 | 29.7% | -0.216 | 0.0933 | -0.150 | 0.031 | -0.002 |
| 114.50 | 0.28 | 0.00 | 0.80 | 0.00 | 5 | 283 | 32.3% | -0.282 | 0.0992 | -0.188 | 0.036 | -0.003 |
| 115.00 | 0.37 | 0.30 | 0.80 | 0.02 | 157 | 2,024 | 28.5% | -0.315 | 0.1183 | -0.173 | 0.037 | -0.003 |
| 115.50 | 0.30 | 0.00 | 0.50 | -1.00 | 10 | 42 | 17.8% | -0.312 | 0.1883 | -0.107 | 0.037 | -0.003 |
| 116.00 | 0.55 | 0.35 | 1.25 | -0.15 | 20 | 77 | 29.3% | -0.443 | 0.1277 | -0.197 | 0.042 | -0.004 |
| 116.50 | 0.69 | 0.00 | 4.80 | -0.31 | 7 | 20 | 97.3% | -0.486 | 0.0388 | -0.675 | 0.042 | -0.005 |
| 117.00 | 1.03 | 0.30 | 5.00 | 0.00 | 13 | 169 | 95.9% | -0.506 | 0.0394 | -0.665 | 0.042 | -0.005 |
| 117.50 | 1.13 | 0.00 | 4.80 | -0.22 | 1 | 16 | 86.1% | -0.532 | 0.0438 | -0.594 | 0.042 | -0.005 |
| 118.00 | 1.52 | 0.00 | 4.80 | 0.00 | 14 | 422 | 80.2% | -0.560 | 0.0466 | -0.548 | 0.042 | -0.006 |
| 118.50 | 2.05 | 0.20 | 3.20 | 0.00 | 4 | 19 | 39.7% | -0.684 | 0.0850 | -0.239 | 0.038 | -0.007 |
| 119.00 | 2.45 | 1.40 | 3.70 | 0.41 | 2 | 6 | 43.2% | -0.707 | 0.0755 | -0.251 | 0.036 | -0.007 |
| 119.50 | 2.48 | 1.80 | 4.70 | 0.08 | 1 | 0 | 58.1% | -0.682 | 0.0582 | -0.354 | 0.038 | -0.007 |
| 120.00 | 2.91 | 1.00 | 5.00 | -0.31 | 1 | 40 | 57.0% | -0.713 | 0.0566 | -0.331 | 0.036 | -0.007 |
| 120.50 | 2.50 | 2.55 | 5.10 | 0.00 | 6 | 6 | 50.6% | -0.768 | 0.0572 | -0.261 | 0.032 | -0.008 |
| 121.00 | 5.47 | 2.00 | 6.60 | 0.00 | 1 | 3 | 77.5% | -0.697 | 0.0427 | -0.466 | 0.037 | -0.007 |
| 121.50 | 3.94 | 2.50 | 7.30 | 0.00 | 4 | 6 | 85.5% | -0.696 | 0.0388 | -0.515 | 0.037 | -0.007 |
| 125.00 | 6.98 | 6.00 | 10.50 | 0.00 | 0 | 10 | 100.2% | -0.770 | 0.0287 | -0.523 | 0.032 | -0.008 |
| 126.00 | 9.50 | 7.00 | 11.60 | 0.00 | 0 | 0 | 108.5% | -0.775 | 0.0262 | -0.560 | 0.032 | -0.008 |
| 130.00 | 19.44 | 11.00 | 16.00 | 0.00 | 2 | 0 | 140.7% | -0.789 | 0.0195 | -0.702 | 0.030 | -0.009 |
| 131.00 | 20.41 | 12.00 | 17.00 | 0.00 | 0 | 0 | 145.9% | -0.796 | 0.0184 | -0.714 | 0.030 | -0.009 |
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.