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
18.7%
56 strike
EXPECTED MOVE
$0.89
ATM straddle
MAX PAIN
$56.00
-0.0%
PUT/CALL VOLUME
1.54
3,505 / 2,269
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 9.00 | 12.15 | 10.12 | 2 | 159.9% | 0.997 | 0.0023 | -0.002 | 46 | -0.003 | 0.0023 | -0.003 | 77.9% | 25 | 0.04 | 0.02 | 0.00 | ||
| 7.40 | 11.15 | 0.00 | 114.5% | 0.996 | 0.0032 | -0.003 | 47 | -0.004 | 0.0032 | -0.004 | 70.3% | 334 | 0.03 | 0.02 | 0.00 | |||
| 7.95 | 9.40 | 5.56 | 1 | 142.3% | 0.994 | 0.0045 | -0.003 | 48 | -0.004 | 0.0045 | -0.005 | 62.8% | 417 | 0.03 | 0.02 | 0.00 | ||
| 5.10 | 9.15 | 0.00 | 67.4% | 0.993 | 0.0064 | -0.004 | 49 | -0.005 | 0.0065 | -0.007 | 55.4% | 4,481 | 0.01 | 0.02 | 0.00 | |||
| 5.90 | 6.20 | 5.40 | 13 | 0.0% | 0.990 | 0.0096 | -0.006 | 50 | -0.007 | 0.0096 | -0.010 | 48.0% | 4,497 | 0.01 | 0.02 | 0.00 | ||
| 4.85 | 5.35 | 5.11 | 3 | 2 | 41.9% | 0.985 | 0.0149 | -0.008 | 51 | -0.008 | 0.0150 | -0.015 | 58.5% | 1,144 | 0.02 | 0.17 | 0.00 | |
| 4.20 | 5.65 | 3.72 | 8 | 78.1% | 0.982 | 0.0190 | -0.009 | 51.5 | -0.009 | 0.0190 | -0.018 | 39.2% | 2,282 | 30 | 0.02 | 0.03 | 0.00 | |
| 3.85 | 4.40 | 3.95 | 2 | 189 | 41.1% | 0.978 | 0.0245 | -0.010 | 52 | -0.011 | 0.0246 | -0.022 | 41.8% | 2,986 | 1,004 | 0.02 | 0.08 | 0.00 |
| 3.35 | 3.75 | 3.59 | 122 | 0.0% | 0.973 | 0.0322 | -0.012 | 52.5 | -0.012 | 0.0323 | -0.027 | 34.3% | 2,494 | 41 | 0.01 | 0.04 | 0.01 | |
| 2.80 | 3.40 | 3.00 | 2 | 303 | 26.3% | 0.965 | 0.0434 | -0.013 | 53 | -0.014 | 0.0437 | -0.035 | 31.2% | 1,453 | 47 | 0.01 | 0.05 | 0.01 |
| 2.43 | 2.82 | 3.16 | 399 | 27.9% | 0.954 | 0.0607 | -0.016 | 53.5 | -0.016 | 0.0611 | -0.046 | 27.8% | 1,383 | 85 | 0.04 | 0.07 | 0.00 | |
| 1.81 | 2.23 | 2.14 | 3 | 864 | 0.0% | 0.935 | 0.0893 | -0.020 | 54 | -0.020 | 0.0901 | -0.065 | 21.8% | 2,963 | 160 | 0.03 | 0.23 | 0.01 |
| 1.54 | 1.78 | 1.59 | 49 | 892 | 22.4% | 0.899 | 0.1386 | -0.026 | 54.5 | -0.027 | 0.1402 | -0.102 | 22.9% | 1,672 | 50 | 0.05 | 0.13 | 0.02 |
| 1.11 | 1.26 | 1.25 | 10 | 1,989 | 19.0% | 0.829 | 0.2169 | -0.036 | 55 | -0.037 | 0.2202 | -0.173 | 20.3% | 17,079 | 214 | 0.12 | 0.19 | 0.04 |
| 0.72 | 0.91 | 0.76 | 60 | 1,159 | 19.7% | 0.710 | 0.3131 | -0.049 | 55.5 | -0.050 | 0.3188 | -0.295 | 20.2% | 2,613 | 792 | 0.22 | 0.31 | 0.16 |
| 0.39 | 0.56 | 0.49 | 476 | 7,042 | 18.2% | 0.539 | 0.3827 | -0.055 | 56 | -0.056 | 0.3905 | -0.469 | 19.2% | 2,355 | 840 | 0.39 | 0.49 | 0.33 |
| 0.16 | 0.32 | 0.26 | 514 | 2,156 | 17.5% | 0.346 | 0.3684 | -0.049 | 56.5 | -0.049 | 0.3752 | -0.666 | 18.1% | 4,558 | 120 | 0.70 | 0.75 | 0.59 |
| 0.08 | 0.19 | 0.12 | 591 | 2,368 | 19.1% | 0.188 | 0.2683 | -0.034 | 57 | -0.034 | 0.2715 | -0.827 | 18.3% | 211 | 109 | 1.03 | 1.13 | 0.96 |
| 0.01 | 0.12 | 0.06 | 355 | 1,743 | 19.7% | 0.094 | 0.1601 | -0.020 | 57.5 | -0.020 | 0.1646 | -0.921 | 0.0% | 35 | 1.59 | 1.63 | 0.81 | |
| 0.01 | 0.04 | 0.02 | 132 | 4,099 | 19.6% | 0.050 | 0.0909 | -0.012 | 58 | -0.012 | 0.0946 | -0.966 | 36.1% | 28 | 1.80 | 3.50 | 0.79 | |
| 0.00 | 0.08 | 0.01 | 63 | 3,230 | 25.8% | 0.032 | 0.0569 | -0.009 | 58.5 | -0.009 | 0.0555 | -0.982 | 34.4% | 11 | 2.53 | 3.80 | 1.30 | |
| 0.01 | 0.22 | 0.01 | 7 | 383 | 38.4% | 0.025 | 0.0406 | -0.008 | 59 | -0.008 | 0.0377 | -0.987 | 60.8% | 7 | 2.69 | 3.90 | 2.83 | |
| 0.00 | 0.24 | 0.01 | 140 | 43.4% | 0.021 | 0.0313 | -0.008 | 59.5 | -0.008 | 0.0285 | -0.989 | 59.6% | 0.00 | 5.30 | 2.21 | |||
| 0.00 | 0.03 | 0.04 | 169 | 31.7% | 0.019 | 0.0253 | -0.008 | 60 | -0.008 | 0.0227 | -0.991 | 0.0% | 0.00 | 4.30 | 3.15 | |||
| 0.00 | 0.22 | 0.01 | 342 | 51.0% | 0.017 | 0.0209 | -0.008 | 60.5 | -0.008 | 0.0186 | -0.992 | 74.7% | 5 | 4.26 | 5.40 | 4.25 | ||
| 0.00 | 0.02 | 0.04 | 1,000 | 36.0% | 0.015 | 0.0177 | -0.007 | 61 | -0.008 | 0.0156 | -0.993 | 45.1% | 5 | 4.69 | 6.00 | 3.95 | ||
| 0.00 | 0.02 | 0.03 | 2 | 39.1% | 0.014 | 0.0152 | -0.007 | 61.5 | -0.008 | 0.0132 | -0.993 | 66.2% | 0.00 | 6.30 | 4.90 | |||
| 0.00 | 0.02 | 0.31 | 4 | 42.0% | 0.013 | 0.0132 | -0.007 | 62 | -0.008 | 0.0114 | -0.994 | 64.6% | 1 | 6.28 | 6.70 | 5.40 | ||
| 0.00 | 0.02 | 0.06 | 1 | 44.9% | 0.012 | 0.0116 | -0.007 | 62.5 | -0.008 | 0.0099 | -0.994 | 74.5% | 1 | 6.70 | 7.60 | 5.60 | ||
| 0.00 | 0.02 | 0.02 | 61 | 47.8% | 0.011 | 0.0102 | -0.007 | 63 | -0.008 | 0.0087 | -0.995 | 81.3% | 0.00 | 8.55 | 5.70 | |||
| 0.00 | 0.02 | 0.09 | 55 | 53.3% | 0.010 | 0.0082 | -0.007 | 64 | -0.008 | 0.0068 | -0.996 | 101.5% | 0.00 | 10.00 | 6.50 | |||
How this is calculated: Options Chain methodology
