XLF Options Chain

XLF $56.02 · Updated Oct 26, 4:00 PM ET

XLF is at $56.02. The nearest expiration, Oct 28, 2026 (2 days out), lists 50 strikes, with 755 calls and 1,172 puts traded in the latest session. At-the-money implied volatility is 19.7%. The at-the-money straddle prices a move of about $0.66 (1.2%) by expiration.

EXPIRATION

ATM IV
19.7%
56 strike
EXPECTED MOVE
$0.66
ATM straddle
MAX PAIN
$56.00
-0.0%
PUT/CALL VOLUME
1.55
1,172 / 755

OCT 28, 2026 CHAIN

CALLSPUTS
BidAskLastVolOIIVDeltaGammaThetaStrikeThetaGammaDeltaIVOIVolLastAskBid
8.809.559.311144.7%0.9990.00090.00047-0.0010.0009-0.001122.1%0.000.090.00
7.658.407.9520.0%0.9990.00150.00048-0.0010.0015-0.00188.4%0.000.020.00
5.507.507.0020.0%0.9980.0024-0.00149-0.0010.0024-0.00278.0%120.030.020.00
5.856.406.55190.6%0.9970.0040-0.00150-0.0020.0040-0.00367.6%190.020.020.00
4.457.206.132118.0%0.9960.0053-0.00250.5-0.0030.0053-0.00462.4%110.030.020.00
4.706.505.751139.3%0.9950.0071-0.00351-0.0030.0071-0.00557.2%500.040.020.00
3.256.600.00112.8%0.9930.0097-0.00451.5-0.0040.0097-0.00752.0%270.070.020.00
3.454.852.4969.4%0.9910.0136-0.00552-0.0050.0136-0.00946.9%990.030.020.00
1.955.003.6410.0%0.9880.0193-0.00652.5-0.0070.0193-0.01252.5%476110.010.080.00
1.634.703.221257.8%0.9830.0282-0.00853-0.0090.0282-0.01752.4%3580.030.140.00
2.103.800.0079.1%0.9760.0427-0.01153.5-0.0110.0427-0.02431.2%33810.020.020.00
0.833.702.09353.6%0.9640.0677-0.01554-0.0150.0677-0.03625.8%747180.020.020.00
1.302.001.571133.6%0.9400.1162-0.02254.5-0.0220.1162-0.06023.2%908310.020.030.01
0.871.201.0924650.0%0.8840.2163-0.03855-0.0380.2165-0.11619.5%2,520320.050.060.01
0.560.770.75113318.5%0.7560.3822-0.06755.5-0.0680.3830-0.24419.8%1734920.110.190.05
0.310.420.3416446920.1%0.5350.5158-0.08856-0.0890.5186-0.46619.3%5384940.290.380.20
0.060.200.1348650618.0%0.2820.4526-0.06856.5-0.0690.4568-0.72119.8%139600.570.680.51
0.010.110.051059520.5%0.1140.2514-0.03257-0.0320.2603-0.8920.0%50.761.150.30
0.000.080.011026524.8%0.0450.1137-0.01357.5-0.0140.1191-0.9630.0%581.522.150.75
0.000.210.01310439.9%0.0250.0606-0.00858-0.0100.0601-0.9820.0%0.002.930.72
0.000.210.01210146.7%0.0190.0406-0.00758.5-0.0090.0392-0.98755.6%12.783.052.20
0.000.010.017230.3%0.0160.0303-0.00759-0.0090.0289-0.98992.8%13.234.252.68
0.000.020.017038.0%0.0140.0238-0.00759.5-0.0090.0225-0.99047.5%13.384.952.01
0.000.020.0042.5%0.0130.0192-0.00760-0.0090.0181-0.99273.4%13.835.003.20
0.000.020.0046.9%0.0110.0160-0.00760.5-0.0090.0150-0.992108.9%24.776.203.55
0.002.120.00166.4%0.0100.0135-0.00761-0.0090.0126-0.993111.4%25.226.654.00
0.002.120.00174.6%0.0090.0116-0.00661.5-0.0090.0107-0.994125.6%25.917.204.60
0.002.120.00182.6%0.0090.0100-0.00662-0.0090.0093-0.994144.2%26.367.705.35
0.000.950.00140.7%0.0080.0088-0.00662.5-0.0090.0081-0.995129.0%46.748.205.40
0.002.120.00198.0%0.0080.0078-0.00663-0.0090.0072-0.995126.6%47.198.605.85
0.002.120.00212.8%0.0070.0062-0.00664-0.0080.0057-0.9960.0%28.249.306.50

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How this is calculated: Options Chain methodology

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