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
15.5%
56 strike
EXPECTED MOVE
$0.97
ATM straddle
MAX PAIN
$55.50
-0.9%
PUT/CALL VOLUME
11.80
1,546 / 131

NOV 2, 2026 CHAIN

CALLSPUTS
BidAskLastVolOIIVDeltaGammaThetaStrikeThetaGammaDeltaIVOIVolLastAskBid
7.0011.150.000.0%0.9960.0033-0.00247-0.0030.0033-0.004116.4%0.001.150.00
6.2010.150.0065.8%0.9940.0047-0.00248-0.0030.0047-0.006109.4%0.001.250.00
5.809.150.0084.8%0.9920.0068-0.00349-0.0040.0068-0.00892.1%80.011.000.00
4.708.150.0072.3%0.9890.0101-0.00450-0.0050.0101-0.01171.5%880.010.640.00
4.707.650.0082.0%0.9870.0125-0.00550.5-0.0050.0125-0.01364.7%10.040.570.00
4.106.250.0043.9%0.9840.0157-0.00551-0.0060.0157-0.01638.1%1250.020.080.00
3.305.750.000.0%0.9810.0200-0.00651.5-0.0070.0200-0.01929.6%150.020.030.00
3.005.500.0043.0%0.9760.0258-0.00752-0.0070.0258-0.02428.0%1930.030.030.01
3.004.753.741146.7%0.9700.0341-0.00852.5-0.0090.0342-0.03025.0%34870.020.030.01
2.154.652.9543.4%0.9600.0466-0.01053-0.0100.0467-0.04022.8%48520.110.040.01
2.203.450.0034.8%0.9450.0663-0.01253.5-0.0120.0664-0.05521.0%4,7891,3020.060.050.02
1.312.422.1210.0%0.9180.0977-0.01554-0.0160.0980-0.08221.6%68170.050.130.03
0.641.940.000.0%0.8710.1454-0.02154.5-0.0210.1458-0.12918.6%80.180.170.02
1.021.401.5121615.3%0.7940.2083-0.02855-0.0280.2093-0.20620.1%15310.150.370.07
0.581.070.951615.1%0.6820.2744-0.03455.5-0.0340.2765-0.32019.1%10940.310.490.19
0.440.610.5432515.3%0.5360.3193-0.03656-0.0370.3240-0.46715.6%141050.440.630.25
0.210.520.3071917.4%0.3740.3149-0.03356.5-0.0340.3240-0.63318.7%190.820.960.66
0.080.240.151101115.4%0.2310.2546-0.02657-0.0270.2671-0.78115.8%140.971.180.98
0.020.150.142816.0%0.1310.1742-0.01857.5-0.0190.1852-0.88631.7%1.693.250.46
0.020.110.072218.4%0.0730.1087-0.01258-0.0120.1214-0.94827.5%11.923.500.78
0.010.090.082620.4%0.0440.0680-0.00858.5-0.0080.0723-0.97827.0%0.004.051.06
0.000.080.0162322.5%0.0310.0462-0.00659-0.0070.0403-0.98930.3%0.004.351.75
0.000.560.0242.2%0.0250.0345-0.00659.5-0.0070.0269-0.99350.3%0.005.502.21
0.000.550.012245.8%0.0210.0274-0.00660-0.0070.0200-0.99450.8%0.006.052.51
0.001.070.0062.4%0.0190.0226-0.00660.5-0.0070.0160-0.99549.0%0.006.552.80
0.002.130.0088.7%0.0170.0191-0.00561-0.0070.0131-0.99658.3%0.007.053.50
0.001.070.0070.4%0.0150.0164-0.00561.5-0.0060.0109-0.99676.7%0.007.554.60
0.000.590.0061.2%0.0140.0142-0.00562-0.0060.0092-0.99765.5%0.008.054.50
0.001.200.0081.1%0.0130.0124-0.00562.5-0.0060.0078-0.99743.5%0.008.554.40
0.002.070.00104.4%0.0120.0110-0.00563-0.0060.0067-0.99760.4%0.008.905.30
0.001.200.0092.0%0.0110.0088-0.00564-0.0060.0050-0.99851.1%0.0010.055.90

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How this is calculated: Options Chain methodology

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