XLE Options Chain
XLE $69.64 · Updated Oct 26, 4:00 PM ET
XLE is at $69.64. The nearest expiration, Oct 28, 2026 (2 days out), lists 25 strikes, with 6,169 calls and 10,359 puts traded in the latest session. At-the-money implied volatility is 1.6%. The at-the-money straddle prices a move of about $1.37 (2.0%) by expiration.
EXPIRATION
- Oct 28, 2026
- Oct 30, 2026
- Nov 2, 2026
- Nov 4, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Dec 31, 2026
- Jan 15, 2027
ATM IV
0.4%
70 strike
EXPECTED MOVE
$3.91
ATM straddle
MAX PAIN
$53.00
-23.9%
PUT/CALL VOLUME
0.70
1,026 / 1,459
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 61.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 0.13 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 5.83 | 2 | 0.0% | 1.000 | 0.0000 | -0.008 | 62 | -0.000 | 0.0000 | -0.000 | 12.5% | 4 | 0.12 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.44 | 4 | 0.0% | 1.000 | 0.0000 | -0.008 | 62.5 | -0.000 | 0.0001 | -0.000 | 12.5% | 24 | 0.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.78 | 46 | 0.0% | 1.000 | 0.0000 | -0.008 | 63 | -0.000 | 0.0002 | -0.000 | 12.5% | 106 | 0.16 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.48 | 4 | 0.0% | 1.000 | 0.0000 | -0.008 | 63.5 | -0.000 | 0.0005 | -0.000 | 12.5% | 7 | 0.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.08 | 1 | 0.0% | 1.000 | 0.0000 | -0.008 | 64 | -0.000 | 0.0014 | -0.001 | 12.5% | 115 | 0.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.56 | 1 | 0.0% | 1.000 | 0.0000 | -0.008 | 64.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 20 | 0.33 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.20 | 52 | 0.0% | 1.000 | 0.0000 | -0.008 | 65 | -0.000 | 0.0000 | -0.000 | 6.3% | 11 | 0.36 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.79 | 203 | 0.0% | 1.000 | 0.0000 | -0.008 | 65.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 39 | 0.63 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.36 | 293 | 0.0% | 1.000 | 0.0000 | -0.008 | 66 | -0.000 | 0.0001 | -0.000 | 6.3% | 12 | 0.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.87 | 112 | 0.0% | 1.000 | 0.0000 | -0.008 | 66.5 | -0.000 | 0.0008 | -0.000 | 6.3% | 34 | 0.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.57 | 14 | 0.0% | 1.000 | 0.0000 | -0.008 | 67 | -0.000 | 0.0050 | -0.001 | 6.3% | 33 | 0.78 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.17 | 11 | 0.0% | 1.000 | 0.0000 | -0.008 | 67.5 | -0.000 | 0.0000 | -0.000 | 3.1% | 158 | 0.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.89 | 11 | 0.0% | 1.000 | 0.0000 | -0.008 | 68 | -0.000 | 0.0006 | -0.000 | 3.1% | 226 | 1.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.17 | 12 | 0.0% | 1.000 | 0.0000 | -0.008 | 69 | -0.000 | 0.0067 | -0.000 | 1.6% | 181 | 1.47 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.73 | 175 | 0.8% | 0.042 | 0.7426 | -0.001 | 70 | 0.009 | 0.0000 | -1.000 | 0.0% | 11 | 2.18 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.29 | 150 | 3.1% | 0.006 | 0.0371 | -0.000 | 71 | 0.009 | 0.0000 | -1.000 | 0.0% | 1 | 2.67 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.99 | 43 | 3.1% | 0.000 | 0.0000 | -0.000 | 72 | ||||||||||
| 0.00 | 0.00 | 0.80 | 6 | 6.3% | 0.003 | 0.0092 | -0.000 | 72.5 | ||||||||||
| 0.00 | 0.00 | 0.67 | 65 | 6.3% | 0.001 | 0.0020 | -0.000 | 73 | ||||||||||
| 0.00 | 0.00 | 0.56 | 175 | 6.3% | 0.000 | 0.0004 | -0.000 | 73.5 | ||||||||||
| 0.00 | 0.00 | 0.32 | 55 | 6.3% | 0.000 | 0.0000 | -0.000 | 75 | 0.009 | 0.0000 | -1.000 | 0.0% | 2 | 7.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.09 | 9 | 12.5% | 0.000 | 0.0000 | -0.000 | 80 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology