Industrial Select Sector SPDR Fund volatility curves
Implied volatility provides a gauge of market expectations and helps identify potential trading opportunities. Explore the chart below to assess risks and craft reliable XLI options strategies based on market sentiment.
Sep
Oct
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Dec
Jan '26
Mar
Jun
Sep
Dec
Jan '27
Jan '28
ATM IV term structure
ATM IV refers to the implied volatility of a contract with a strike price closest to the underlying current price. Track the at-the-money implied volatility for XLI options across different expirations below.
