ETF · ETFs - Sector
XLRE Implied Volatility, IV Rank & Options Chain
Real Estate Select Sector SPDR (XLRE) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Real Estate Select Sector SPDR (XLRE).
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XLRE options trade with implied volatility typically in the 12% - 32% range, averaging N/A in daily volume with excellent liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
XLRE implied volatility
As of 2026-10-26As of 2026-10-26, XLRE's 30-day implied volatility is 14.4%, placing its 1-year IV percentile at 62.0 — above 62.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
XLRE live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live XLRE chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
XLRE options at a glance
- Daily volume
- N/A
- IV range
- 12% - 32%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Real Estate Select Sector SPDR (XLRE)
Real Estate Select Sector SPDR (XLRE) is a sector etf company listed on NYSE.
Company profile
- Sector
- ETF
- Industry
- Sector ETF
- Market cap
- See live data
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Real Estate Select Sector SPDR is a Sector ETF) company in the ETF sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
XLRE options market overview
XLRE options provide trading opportunities for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Excellent
XLRE options provide trading opportunities across multiple expirations.
XLRE implied volatility and IV rank
XLRE implied volatility patterns reflect the sector etf sector dynamics.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short XLRE options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
XLRE IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for XLRE, on today's chain.
Open XLRE in IV IntelligenceXLRE gamma exposure (GEX)
Gamma Exposure analysis for XLRE reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. XLRE tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on XLRE right now, strike by strike.
See live XLRE GEXCommon XLRE options strategies
These are strategies commonly used by traders on XLRE options, based on typical market characteristics. This is not investment advice.
Key considerations for XLRE options
- Monitor XLRE earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- XLRE options liquidity varies by expiration - prefer near-term and monthly expirations
XLRE key events
Earnings months. January, April, July, October
XLRE options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns XLRE's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/XLRE"What is XLRE's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on XLRE in the console, more prompts for XLRE, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about XLRE options.
What is XLRE's typical implied volatility?
XLRE implied volatility typically ranges from 12% - 32%. IV patterns are influenced by earnings, sector events, and market conditions.
Does XLRE have weekly options?
Yes, XLRE offers weekly options expirations.
What is XLRE's options trading profile?
XLRE (Real Estate Select Sector SPDR) options trade with excellent liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 12% - 32% range. The position sits in the ETF category for portfolio diversification and options strategy design.
How does XLRE implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on XLRE?
Popular strategies on XLRE options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 12% - 32% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is XLRE's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence XLRE's intraday price action. XLRE tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live XLRE GEX levels and the gamma-flip point on ApexVol.
What is XLRE's IV rank?
XLRE's IV rank shows where XLRE's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. XLRE implied volatility typically ranges from 12% - 32%. Check XLRE's live IV rank and percentile on ApexVol's IV analytics.
Keep reading
Where XLRE
gets priced.
XLRE analytics
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