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
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
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 7.00 | 11.15 | 0.00 | 0.0% | 0.996 | 0.0033 | -0.002 | 47 | -0.003 | 0.0033 | -0.004 | 116.4% | 0.00 | 1.15 | 0.00 | ||||
| 6.20 | 10.15 | 0.00 | 65.8% | 0.994 | 0.0047 | -0.002 | 48 | -0.003 | 0.0047 | -0.006 | 109.4% | 0.00 | 1.25 | 0.00 | ||||
| 5.80 | 9.15 | 0.00 | 84.8% | 0.992 | 0.0068 | -0.003 | 49 | -0.004 | 0.0068 | -0.008 | 92.1% | 8 | 0.01 | 1.00 | 0.00 | |||
| 4.70 | 8.15 | 0.00 | 72.3% | 0.989 | 0.0101 | -0.004 | 50 | -0.005 | 0.0101 | -0.011 | 71.5% | 88 | 0.01 | 0.64 | 0.00 | |||
| 4.70 | 7.65 | 0.00 | 82.0% | 0.987 | 0.0125 | -0.005 | 50.5 | -0.005 | 0.0125 | -0.013 | 64.7% | 1 | 0.04 | 0.57 | 0.00 | |||
| 4.10 | 6.25 | 0.00 | 43.9% | 0.984 | 0.0157 | -0.005 | 51 | -0.006 | 0.0157 | -0.016 | 38.1% | 12 | 5 | 0.02 | 0.08 | 0.00 | ||
| 3.30 | 5.75 | 0.00 | 0.0% | 0.981 | 0.0200 | -0.006 | 51.5 | -0.007 | 0.0200 | -0.019 | 29.6% | 1 | 5 | 0.02 | 0.03 | 0.00 | ||
| 3.00 | 5.50 | 0.00 | 43.0% | 0.976 | 0.0258 | -0.007 | 52 | -0.007 | 0.0258 | -0.024 | 28.0% | 19 | 3 | 0.03 | 0.03 | 0.01 | ||
| 3.00 | 4.75 | 3.74 | 1 | 1 | 46.7% | 0.970 | 0.0341 | -0.008 | 52.5 | -0.009 | 0.0342 | -0.030 | 25.0% | 348 | 7 | 0.02 | 0.03 | 0.01 |
| 2.15 | 4.65 | 2.95 | 43.4% | 0.960 | 0.0466 | -0.010 | 53 | -0.010 | 0.0467 | -0.040 | 22.8% | 48 | 52 | 0.11 | 0.04 | 0.01 | ||
| 2.20 | 3.45 | 0.00 | 34.8% | 0.945 | 0.0663 | -0.012 | 53.5 | -0.012 | 0.0664 | -0.055 | 21.0% | 4,789 | 1,302 | 0.06 | 0.05 | 0.02 | ||
| 1.31 | 2.42 | 2.12 | 1 | 0.0% | 0.918 | 0.0977 | -0.015 | 54 | -0.016 | 0.0980 | -0.082 | 21.6% | 68 | 17 | 0.05 | 0.13 | 0.03 | |
| 0.64 | 1.94 | 0.00 | 0.0% | 0.871 | 0.1454 | -0.021 | 54.5 | -0.021 | 0.1458 | -0.129 | 18.6% | 8 | 0.18 | 0.17 | 0.02 | |||
| 1.02 | 1.40 | 1.51 | 2 | 16 | 15.3% | 0.794 | 0.2083 | -0.028 | 55 | -0.028 | 0.2093 | -0.206 | 20.1% | 15 | 31 | 0.15 | 0.37 | 0.07 |
| 0.58 | 1.07 | 0.95 | 16 | 15.1% | 0.682 | 0.2744 | -0.034 | 55.5 | -0.034 | 0.2765 | -0.320 | 19.1% | 109 | 4 | 0.31 | 0.49 | 0.19 | |
| 0.44 | 0.61 | 0.54 | 3 | 25 | 15.3% | 0.536 | 0.3193 | -0.036 | 56 | -0.037 | 0.3240 | -0.467 | 15.6% | 14 | 105 | 0.44 | 0.63 | 0.25 |
| 0.21 | 0.52 | 0.30 | 7 | 19 | 17.4% | 0.374 | 0.3149 | -0.033 | 56.5 | -0.034 | 0.3240 | -0.633 | 18.7% | 19 | 0.82 | 0.96 | 0.66 | |
| 0.08 | 0.24 | 0.15 | 110 | 11 | 15.4% | 0.231 | 0.2546 | -0.026 | 57 | -0.027 | 0.2671 | -0.781 | 15.8% | 14 | 0.97 | 1.18 | 0.98 | |
| 0.02 | 0.15 | 0.14 | 28 | 16.0% | 0.131 | 0.1742 | -0.018 | 57.5 | -0.019 | 0.1852 | -0.886 | 31.7% | 1.69 | 3.25 | 0.46 | |||
| 0.02 | 0.11 | 0.07 | 22 | 18.4% | 0.073 | 0.1087 | -0.012 | 58 | -0.012 | 0.1214 | -0.948 | 27.5% | 1 | 1.92 | 3.50 | 0.78 | ||
| 0.01 | 0.09 | 0.08 | 2 | 6 | 20.4% | 0.044 | 0.0680 | -0.008 | 58.5 | -0.008 | 0.0723 | -0.978 | 27.0% | 0.00 | 4.05 | 1.06 | ||
| 0.00 | 0.08 | 0.01 | 6 | 23 | 22.5% | 0.031 | 0.0462 | -0.006 | 59 | -0.007 | 0.0403 | -0.989 | 30.3% | 0.00 | 4.35 | 1.75 | ||
| 0.00 | 0.56 | 0.02 | 42.2% | 0.025 | 0.0345 | -0.006 | 59.5 | -0.007 | 0.0269 | -0.993 | 50.3% | 0.00 | 5.50 | 2.21 | ||||
| 0.00 | 0.55 | 0.01 | 22 | 45.8% | 0.021 | 0.0274 | -0.006 | 60 | -0.007 | 0.0200 | -0.994 | 50.8% | 0.00 | 6.05 | 2.51 | |||
| 0.00 | 1.07 | 0.00 | 62.4% | 0.019 | 0.0226 | -0.006 | 60.5 | -0.007 | 0.0160 | -0.995 | 49.0% | 0.00 | 6.55 | 2.80 | ||||
| 0.00 | 2.13 | 0.00 | 88.7% | 0.017 | 0.0191 | -0.005 | 61 | -0.007 | 0.0131 | -0.996 | 58.3% | 0.00 | 7.05 | 3.50 | ||||
| 0.00 | 1.07 | 0.00 | 70.4% | 0.015 | 0.0164 | -0.005 | 61.5 | -0.006 | 0.0109 | -0.996 | 76.7% | 0.00 | 7.55 | 4.60 | ||||
| 0.00 | 0.59 | 0.00 | 61.2% | 0.014 | 0.0142 | -0.005 | 62 | -0.006 | 0.0092 | -0.997 | 65.5% | 0.00 | 8.05 | 4.50 | ||||
| 0.00 | 1.20 | 0.00 | 81.1% | 0.013 | 0.0124 | -0.005 | 62.5 | -0.006 | 0.0078 | -0.997 | 43.5% | 0.00 | 8.55 | 4.40 | ||||
| 0.00 | 2.07 | 0.00 | 104.4% | 0.012 | 0.0110 | -0.005 | 63 | -0.006 | 0.0067 | -0.997 | 60.4% | 0.00 | 8.90 | 5.30 | ||||
| 0.00 | 1.20 | 0.00 | 92.0% | 0.011 | 0.0088 | -0.005 | 64 | -0.006 | 0.0050 | -0.998 | 51.1% | 0.00 | 10.05 | 5.90 | ||||
How this is calculated: Options Chain methodology
