XLU Options History — January 2026 In January 2026, XLU traded between $41.78 and $43.58. ATM implied volatility averaged 16.1%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 1.6% (HV 20d: 14.5%). Max pain ranged from $42.50 to $44.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.06.
Notable Days 2026-01-05 : Highest Volume — 206,487 contracts2026-01-07 : Largest IV spike — 11.7% change2026-01-30 : Highest IV Rank — 22.0%2026-01-30 : Largest Expected Move — 4.8%Monthly Statistics Metric Avg Min Max Open Close Price $42.87 $41.78 $43.58 $43.17 $43.22 Max Pain $43.45 $42.50 $44.00 $42.50 $43.50 ATM IV 16.1% 14.3% 17.8% 14.3% 17.8% Expected Move 4.5% 3.9% 4.8% 3.9% 4.8% HV 20d 14.5% 10.3% 16.0% 10.3% 15.9% HV 60d 12.4% 11.2% 12.9% 11.2% 12.7% IV Rank 14.2% 6.2% 22.0% 6.2% 22.0% IV Percentile 49.8% 2.8% 81.0% 2.8% 81.0% Term Structure -0.3% -1.6% 0.5% -0.0% -0.1% VWIV 16.2% 14.0% 18.6% 14.0% 17.3% Skew 25d 2.7% 1.7% 4.1% 1.7% 3.6% Skew 10d 4.0% -5.8% 26.3% 2.9% -5.8% Call IV 25d 15.4% 14.0% 16.7% 14.0% 16.4% Put IV 25d 18.1% 15.7% 20.0% 15.7% 19.9% Bid-Ask Spread % 55.04 35.44 95.66 61.10 48.94 Gamma HHI 0.09 0.06 0.14 0.06 0.09 Net GEX -1.3M -24.9M 27.6M -13.4M 9.1M Net DEX 34.1M -297.8M 331.2M 50.5M -34.5M Net VEX -6.8M -7.4M -5.9M -5.9M -7.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.06 0.08 2.72 0.53 1.19 Total Volume 36,443.25 7,063 206,487 18,557 12,598 Total OI 1,573,748.7 1,262,059 1,887,546 1,608,900 1,337,719
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2026-01-02 $43.17 $42.50 14.3% 3.9% 10.3% 6.2% 14.0% 1.7% -0.0% -13.4M 50.5M -5.9M 0.53 61.10 12,134 6,423 398,953 1,209,947 2026-01-05 $42.64 $43.00 15.5% 4.2% 11.0% 11.7% 15.2% 3.2% -0.7% -24.9M 207.5M -5.9M 0.08 45.13 191,092 15,395 401,317 1,190,141 2026-01-06 $42.91 $43.00 14.3% 4.2% 11.2% 6.4% 14.6% 2.6% 0.3% 1.1M 16.0M -6.6M 1.93 60.09 6,886 13,310 583,681 1,201,092 2026-01-07 $41.78 $43.00 16.0% 4.6% 13.7% 13.9% 18.6% 2.5% -0.2% -19.9M 331.2M -6.9M 2.72 53.16 15,004 40,806 585,266 1,210,613 2026-01-08 $41.95 $43.00 16.6% 4.5% 13.8% 16.5% 17.1% 2.5% -1.0% -21.7M 251.1M -6.4M 0.77 35.44 15,657 12,080 595,500 1,233,639 2026-01-09 $42.55 $43.00 15.9% 4.2% 14.8% 13.4% 15.6% 4.1% -0.5% -5.5M 63.2M -6.8M 0.52 36.92 16,438 8,495 599,391 1,240,055 2026-01-12 $42.45 $43.00 17.3% 4.8% 14.7% 19.5% 16.1% 3.7% -0.9% -12.3M 122.2M -6.8M 0.82 59.61 11,015 8,998 591,262 1,238,125 2026-01-13 $42.76 $43.00 16.4% 4.5% 14.9% 15.5% 15.9% 2.5% -0.9% -8.1M 35.0M -6.6M 0.29 40.94 24,621 7,189 590,167 1,241,132 2026-01-14 $43.13 $43.00 16.8% 4.6% 14.9% 17.3% 16.7% 2.9% -0.4% 11.6M -139.0M -6.6M 0.79 75.37 12,482 9,912 607,752 1,246,291 2026-01-15 $43.58 $43.00 16.0% 4.3% 15.4% 13.9% 15.4% 2.3% -1.6% 27.6M -297.8M -7.0M 1.02 49.60 35,621 36,247 610,137 1,251,600 2026-01-16 $43.36 $44.00 15.4% 4.5% 15.2% 11.0% 15.8% 2.9% 0.5% 16.9M -171.4M -6.9M 1.82 56.85 14,730 26,874 610,065 1,277,481 2026-01-20 $42.89 $44.00 16.2% 4.6% 15.4% 14.5% 17.6% 2.6% 0.2% -1.5M 48.1M -6.7M 2.46 57.53 7,197 17,693 379,356 882,703 2026-01-21 $42.98 $44.00 15.9% 4.6% 15.1% 13.6% 17.0% 2.2% -0.1% -3.7M 60.2M -7.2M 2.16 78.18 9,068 19,542 383,549 898,024 2026-01-22 $42.84 $44.00 15.6% 4.5% 14.9% 12.2% 16.2% 1.7% -0.9% -7.9M 99.0M -7.2M 1.50 46.64 7,008 10,532 388,323 898,585 2026-01-23 $42.47 $44.00 15.8% 4.6% 15.2% 13.0% 15.7% 2.9% -0.4% -14.9M 218.8M -7.0M 0.49 39.32 24,806 12,144 391,957 903,664 2026-01-26 $42.91 $44.00 16.4% 4.7% 15.6% 15.5% 16.6% 3.0% -0.0% 3.2M 32.8M -7.1M 0.51 42.27 5,297 2,704 404,828 903,865 2026-01-27 $43.38 $44.00 16.3% 4.5% 16.0% 15.2% 16.2% 2.5% 0.0% 12.5M -72.5M -7.1M 0.61 55.09 27,260 16,632 406,960 904,431 2026-01-28 $43.23 $44.00 16.9% 4.7% 16.0% 17.9% 15.8% 2.1% -0.0% 12.9M -54.9M -7.4M 0.24 95.66 5,705 1,358 423,838 916,369 2026-01-29 $43.28 $44.00 16.4% 4.6% 16.0% 15.6% 16.4% 2.3% -0.1% 12.5M -83.8M -6.9M 0.67 62.98 4,731 3,181 420,453 916,743 2026-01-30 $43.22 $43.50 17.8% 4.8% 15.9% 22.0% 17.3% 3.6% -0.1% 9.1M -34.5M -7.0M 1.19 48.94 5,762 6,836 420,936 916,783
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