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
$4.73
ATM straddle
MAX PAIN
$50.00
-28.2%
PUT/CALL VOLUME
0.80
661 / 822
NOV 27, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 4.80 | 0.0% | 1.000 | 0.0000 | -0.008 | 62 | -0.000 | 0.0007 | -0.001 | 12.5% | 16 | 0.24 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 7.48 | 4 | 0.0% | 1.000 | 0.0000 | -0.008 | 62.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 37 | 0.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.95 | 1 | 0.0% | 1.000 | 0.0000 | -0.008 | 63 | -0.000 | 0.0000 | -0.000 | 6.3% | 26 | 0.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.62 | 20 | 0.0% | 1.000 | 0.0000 | -0.008 | 63.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 11 | 0.44 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.31 | 5 | 0.0% | 1.000 | 0.0000 | -0.008 | 64 | -0.000 | 0.0000 | -0.000 | 6.3% | 38 | 0.51 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.32 | 2 | 0.0% | 1.000 | 0.0000 | -0.008 | 64.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 0.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.82 | 2 | 0.0% | 1.000 | 0.0000 | -0.008 | 65 | -0.000 | 0.0001 | -0.000 | 6.3% | 53 | 0.66 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.95 | 1 | 0.0% | 1.000 | 0.0000 | -0.008 | 65.5 | -0.000 | 0.0006 | -0.000 | 6.3% | 41 | 0.76 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.70 | 7 | 0.0% | 1.000 | 0.0000 | -0.008 | 66 | -0.000 | 0.0023 | -0.001 | 6.3% | 80 | 0.86 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.60 | 2 | 0.0% | 1.000 | 0.0000 | -0.008 | 66.5 | -0.000 | 0.0000 | -0.000 | 3.1% | 49 | 0.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.08 | 1 | 0.0% | 1.000 | 0.0000 | -0.008 | 67 | -0.000 | 0.0000 | -0.000 | 3.1% | 25 | 1.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.51 | 13 | 0.0% | 1.000 | 0.0000 | -0.008 | 67.5 | -0.000 | 0.0004 | -0.000 | 3.1% | 44 | 1.33 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.40 | 4 | 0.0% | 1.000 | 0.0000 | -0.008 | 68 | -0.000 | 0.0000 | -0.000 | 1.6% | 11 | 1.52 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.09 | 11 | 0.0% | 1.000 | 0.0000 | -0.008 | 68.5 | -0.000 | 0.0001 | -0.000 | 1.6% | 56 | 1.67 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.55 | 3 | 0.0% | 1.000 | 0.0000 | -0.008 | 69 | -0.000 | 0.0000 | -0.000 | 0.8% | 84 | 1.89 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.24 | 118 | 0.8% | 0.293 | 2.1454 | -0.003 | 70 | 0.009 | 0.0000 | -1.000 | 0.0% | 14 | 2.49 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.79 | 82 | 1.6% | 0.000 | 0.0045 | -0.000 | 71 | 0.009 | 0.0000 | -1.000 | 0.0% | 4.42 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 1.43 | 33 | 3.1% | 0.001 | 0.0038 | -0.000 | 72 | 0.009 | 0.0000 | -1.000 | 0.0% | 36 | 4.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.26 | 84 | 3.1% | 0.000 | 0.0003 | -0.000 | 72.5 | ||||||||||
| 0.00 | 0.00 | 1.15 | 156 | 3.1% | 0.000 | 0.0000 | -0.000 | 73 | ||||||||||
| 0.00 | 0.00 | 0.98 | 114 | 6.3% | 0.003 | 0.0079 | -0.000 | 73.5 | ||||||||||
| 0.00 | 0.00 | 0.63 | 116 | 6.3% | 0.000 | 0.0002 | -0.000 | 75 | 0.009 | 0.0000 | -1.000 | 0.0% | 10 | 8.16 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.21 | 16 | 12.5% | 0.000 | 0.0002 | -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