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
- Oct 28, 2026
- Oct 30, 2026
- Nov 2, 2026
- Nov 4, 2026
- Nov 6, 2026
- Nov 9, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Dec 31, 2026
- Jan 15, 2027
- Mar 19, 2027
- Mar 31, 2027
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
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 8.80 | 9.55 | 9.31 | 1 | 144.7% | 0.999 | 0.0009 | 0.000 | 47 | -0.001 | 0.0009 | -0.001 | 122.1% | 0.00 | 0.09 | 0.00 | |||
| 7.65 | 8.40 | 7.95 | 2 | 0.0% | 0.999 | 0.0015 | 0.000 | 48 | -0.001 | 0.0015 | -0.001 | 88.4% | 0.00 | 0.02 | 0.00 | |||
| 5.50 | 7.50 | 7.00 | 2 | 0.0% | 0.998 | 0.0024 | -0.001 | 49 | -0.001 | 0.0024 | -0.002 | 78.0% | 12 | 0.03 | 0.02 | 0.00 | ||
| 5.85 | 6.40 | 6.55 | 1 | 90.6% | 0.997 | 0.0040 | -0.001 | 50 | -0.002 | 0.0040 | -0.003 | 67.6% | 19 | 0.02 | 0.02 | 0.00 | ||
| 4.45 | 7.20 | 6.13 | 2 | 118.0% | 0.996 | 0.0053 | -0.002 | 50.5 | -0.003 | 0.0053 | -0.004 | 62.4% | 11 | 0.03 | 0.02 | 0.00 | ||
| 4.70 | 6.50 | 5.75 | 1 | 139.3% | 0.995 | 0.0071 | -0.003 | 51 | -0.003 | 0.0071 | -0.005 | 57.2% | 50 | 0.04 | 0.02 | 0.00 | ||
| 3.25 | 6.60 | 0.00 | 112.8% | 0.993 | 0.0097 | -0.004 | 51.5 | -0.004 | 0.0097 | -0.007 | 52.0% | 27 | 0.07 | 0.02 | 0.00 | |||
| 3.45 | 4.85 | 2.49 | 69.4% | 0.991 | 0.0136 | -0.005 | 52 | -0.005 | 0.0136 | -0.009 | 46.9% | 99 | 0.03 | 0.02 | 0.00 | |||
| 1.95 | 5.00 | 3.64 | 1 | 0.0% | 0.988 | 0.0193 | -0.006 | 52.5 | -0.007 | 0.0193 | -0.012 | 52.5% | 476 | 11 | 0.01 | 0.08 | 0.00 | |
| 1.63 | 4.70 | 3.22 | 1 | 2 | 57.8% | 0.983 | 0.0282 | -0.008 | 53 | -0.009 | 0.0282 | -0.017 | 52.4% | 358 | 0.03 | 0.14 | 0.00 | |
| 2.10 | 3.80 | 0.00 | 79.1% | 0.976 | 0.0427 | -0.011 | 53.5 | -0.011 | 0.0427 | -0.024 | 31.2% | 338 | 1 | 0.02 | 0.02 | 0.00 | ||
| 0.83 | 3.70 | 2.09 | 3 | 53.6% | 0.964 | 0.0677 | -0.015 | 54 | -0.015 | 0.0677 | -0.036 | 25.8% | 747 | 18 | 0.02 | 0.02 | 0.00 | |
| 1.30 | 2.00 | 1.57 | 1 | 1 | 33.6% | 0.940 | 0.1162 | -0.022 | 54.5 | -0.022 | 0.1162 | -0.060 | 23.2% | 908 | 31 | 0.02 | 0.03 | 0.01 |
| 0.87 | 1.20 | 1.09 | 24 | 65 | 0.0% | 0.884 | 0.2163 | -0.038 | 55 | -0.038 | 0.2165 | -0.116 | 19.5% | 2,520 | 32 | 0.05 | 0.06 | 0.01 |
| 0.56 | 0.77 | 0.75 | 11 | 33 | 18.5% | 0.756 | 0.3822 | -0.067 | 55.5 | -0.068 | 0.3830 | -0.244 | 19.8% | 173 | 492 | 0.11 | 0.19 | 0.05 |
| 0.31 | 0.42 | 0.34 | 164 | 469 | 20.1% | 0.535 | 0.5158 | -0.088 | 56 | -0.089 | 0.5186 | -0.466 | 19.3% | 538 | 494 | 0.29 | 0.38 | 0.20 |
| 0.06 | 0.20 | 0.13 | 486 | 506 | 18.0% | 0.282 | 0.4526 | -0.068 | 56.5 | -0.069 | 0.4568 | -0.721 | 19.8% | 139 | 60 | 0.57 | 0.68 | 0.51 |
| 0.01 | 0.11 | 0.05 | 10 | 595 | 20.5% | 0.114 | 0.2514 | -0.032 | 57 | -0.032 | 0.2603 | -0.892 | 0.0% | 5 | 0.76 | 1.15 | 0.30 | |
| 0.00 | 0.08 | 0.01 | 10 | 265 | 24.8% | 0.045 | 0.1137 | -0.013 | 57.5 | -0.014 | 0.1191 | -0.963 | 0.0% | 58 | 1.52 | 2.15 | 0.75 | |
| 0.00 | 0.21 | 0.01 | 3 | 104 | 39.9% | 0.025 | 0.0606 | -0.008 | 58 | -0.010 | 0.0601 | -0.982 | 0.0% | 0.00 | 2.93 | 0.72 | ||
| 0.00 | 0.21 | 0.01 | 2 | 101 | 46.7% | 0.019 | 0.0406 | -0.007 | 58.5 | -0.009 | 0.0392 | -0.987 | 55.6% | 1 | 2.78 | 3.05 | 2.20 | |
| 0.00 | 0.01 | 0.01 | 72 | 30.3% | 0.016 | 0.0303 | -0.007 | 59 | -0.009 | 0.0289 | -0.989 | 92.8% | 1 | 3.23 | 4.25 | 2.68 | ||
| 0.00 | 0.02 | 0.01 | 70 | 38.0% | 0.014 | 0.0238 | -0.007 | 59.5 | -0.009 | 0.0225 | -0.990 | 47.5% | 1 | 3.38 | 4.95 | 2.01 | ||
| 0.00 | 0.02 | 0.00 | 42.5% | 0.013 | 0.0192 | -0.007 | 60 | -0.009 | 0.0181 | -0.992 | 73.4% | 1 | 3.83 | 5.00 | 3.20 | |||
| 0.00 | 0.02 | 0.00 | 46.9% | 0.011 | 0.0160 | -0.007 | 60.5 | -0.009 | 0.0150 | -0.992 | 108.9% | 2 | 4.77 | 6.20 | 3.55 | |||
| 0.00 | 2.12 | 0.00 | 166.4% | 0.010 | 0.0135 | -0.007 | 61 | -0.009 | 0.0126 | -0.993 | 111.4% | 2 | 5.22 | 6.65 | 4.00 | |||
| 0.00 | 2.12 | 0.00 | 174.6% | 0.009 | 0.0116 | -0.006 | 61.5 | -0.009 | 0.0107 | -0.994 | 125.6% | 2 | 5.91 | 7.20 | 4.60 | |||
| 0.00 | 2.12 | 0.00 | 182.6% | 0.009 | 0.0100 | -0.006 | 62 | -0.009 | 0.0093 | -0.994 | 144.2% | 2 | 6.36 | 7.70 | 5.35 | |||
| 0.00 | 0.95 | 0.00 | 140.7% | 0.008 | 0.0088 | -0.006 | 62.5 | -0.009 | 0.0081 | -0.995 | 129.0% | 4 | 6.74 | 8.20 | 5.40 | |||
| 0.00 | 2.12 | 0.00 | 198.0% | 0.008 | 0.0078 | -0.006 | 63 | -0.009 | 0.0072 | -0.995 | 126.6% | 4 | 7.19 | 8.60 | 5.85 | |||
| 0.00 | 2.12 | 0.00 | 212.8% | 0.007 | 0.0062 | -0.006 | 64 | -0.008 | 0.0057 | -0.996 | 0.0% | 2 | 8.24 | 9.30 | 6.50 | |||
How this is calculated: Options Chain methodology
