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
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

CALLSPUTS
BidAskLastVolOIIVDeltaGammaThetaStrikeThetaGammaDeltaIVOIVolLastAskBid
9.0012.1510.122159.9%0.9970.0023-0.00246-0.0030.0023-0.00377.9%250.040.020.00
7.4011.150.00114.5%0.9960.0032-0.00347-0.0040.0032-0.00470.3%3340.030.020.00
7.959.405.561142.3%0.9940.0045-0.00348-0.0040.0045-0.00562.8%4170.030.020.00
5.109.150.0067.4%0.9930.0064-0.00449-0.0050.0065-0.00755.4%4,4810.010.020.00
5.906.205.40130.0%0.9900.0096-0.00650-0.0070.0096-0.01048.0%4,4970.010.020.00
4.855.355.113241.9%0.9850.0149-0.00851-0.0080.0150-0.01558.5%1,1440.020.170.00
4.205.653.72878.1%0.9820.0190-0.00951.5-0.0090.0190-0.01839.2%2,282300.020.030.00
3.854.403.95218941.1%0.9780.0245-0.01052-0.0110.0246-0.02241.8%2,9861,0040.020.080.00
3.353.753.591220.0%0.9730.0322-0.01252.5-0.0120.0323-0.02734.3%2,494410.010.040.01
2.803.403.00230326.3%0.9650.0434-0.01353-0.0140.0437-0.03531.2%1,453470.010.050.01
2.432.823.1639927.9%0.9540.0607-0.01653.5-0.0160.0611-0.04627.8%1,383850.040.070.00
1.812.232.1438640.0%0.9350.0893-0.02054-0.0200.0901-0.06521.8%2,9631600.030.230.01
1.541.781.594989222.4%0.8990.1386-0.02654.5-0.0270.1402-0.10222.9%1,672500.050.130.02
1.111.261.25101,98919.0%0.8290.2169-0.03655-0.0370.2202-0.17320.3%17,0792140.120.190.04
0.720.910.76601,15919.7%0.7100.3131-0.04955.5-0.0500.3188-0.29520.2%2,6137920.220.310.16
0.390.560.494767,04218.2%0.5390.3827-0.05556-0.0560.3905-0.46919.2%2,3558400.390.490.33
0.160.320.265142,15617.5%0.3460.3684-0.04956.5-0.0490.3752-0.66618.1%4,5581200.700.750.59
0.080.190.125912,36819.1%0.1880.2683-0.03457-0.0340.2715-0.82718.3%2111091.031.130.96
0.010.120.063551,74319.7%0.0940.1601-0.02057.5-0.0200.1646-0.9210.0%351.591.630.81
0.010.040.021324,09919.6%0.0500.0909-0.01258-0.0120.0946-0.96636.1%281.803.500.79
0.000.080.01633,23025.8%0.0320.0569-0.00958.5-0.0090.0555-0.98234.4%112.533.801.30
0.010.220.01738338.4%0.0250.0406-0.00859-0.0080.0377-0.98760.8%72.693.902.83
0.000.240.0114043.4%0.0210.0313-0.00859.5-0.0080.0285-0.98959.6%0.005.302.21
0.000.030.0416931.7%0.0190.0253-0.00860-0.0080.0227-0.9910.0%0.004.303.15
0.000.220.0134251.0%0.0170.0209-0.00860.5-0.0080.0186-0.99274.7%54.265.404.25
0.000.020.041,00036.0%0.0150.0177-0.00761-0.0080.0156-0.99345.1%54.696.003.95
0.000.020.03239.1%0.0140.0152-0.00761.5-0.0080.0132-0.99366.2%0.006.304.90
0.000.020.31442.0%0.0130.0132-0.00762-0.0080.0114-0.99464.6%16.286.705.40
0.000.020.06144.9%0.0120.0116-0.00762.5-0.0080.0099-0.99474.5%16.707.605.60
0.000.020.026147.8%0.0110.0102-0.00763-0.0080.0087-0.99581.3%0.008.555.70
0.000.020.095553.3%0.0100.0082-0.00764-0.0080.0068-0.996101.5%0.0010.006.50

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How this is calculated: Options Chain methodology

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