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
17.0%
56 strike
EXPECTED MOVE
$1.21
ATM straddle
MAX PAIN
$56.00
-0.0%
PUT/CALL VOLUME
0.72
858 / 1,198
NOV 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 7.60 | 11.15 | 0.00 | 83.4% | 0.989 | 0.0063 | -0.005 | 47 | -0.006 | 0.0063 | -0.011 | 127.5% | 0.00 | 2.13 | 0.00 | ||||
| 6.20 | 10.15 | 0.00 | 56.6% | 0.987 | 0.0084 | -0.005 | 48 | -0.006 | 0.0084 | -0.013 | 109.4% | 0.00 | 1.77 | 0.00 | ||||
| 6.00 | 9.15 | 0.00 | 79.9% | 0.983 | 0.0114 | -0.006 | 49 | -0.007 | 0.0114 | -0.017 | 76.1% | 1 | 0.04 | 0.81 | 0.00 | |||
| 5.75 | 8.05 | 0.00 | 86.5% | 0.978 | 0.0158 | -0.007 | 50 | -0.008 | 0.0158 | -0.021 | 48.9% | 2 | 1 | 0.23 | 0.24 | 0.00 | ||
| 4.30 | 7.70 | 0.00 | 63.3% | 0.975 | 0.0189 | -0.008 | 50.5 | -0.009 | 0.0190 | -0.025 | 38.7% | 1 | 0.06 | 0.11 | 0.00 | |||
| 4.00 | 6.75 | 0.00 | 52.4% | 0.971 | 0.0229 | -0.009 | 51 | -0.009 | 0.0230 | -0.029 | 32.0% | 2 | 805 | 0.04 | 0.06 | 0.00 | ||
| 3.50 | 6.70 | 0.00 | 59.7% | 0.966 | 0.0282 | -0.009 | 51.5 | -0.010 | 0.0282 | -0.034 | 31.5% | 27 | 4 | 0.03 | 0.08 | 0.01 | ||
| 3.00 | 5.15 | 0.00 | 0.0% | 0.959 | 0.0352 | -0.011 | 52 | -0.011 | 0.0353 | -0.041 | 30.3% | 17 | 2 | 0.03 | 0.11 | 0.01 | ||
| 2.75 | 5.45 | 0.00 | 50.8% | 0.949 | 0.0451 | -0.012 | 52.5 | -0.012 | 0.0452 | -0.051 | 26.7% | 17 | 3 | 0.04 | 0.10 | 0.01 | ||
| 2.03 | 4.45 | 0.00 | 29.4% | 0.935 | 0.0593 | -0.014 | 53 | -0.014 | 0.0594 | -0.065 | 24.1% | 121 | 16 | 0.06 | 0.10 | 0.02 | ||
| 1.55 | 3.90 | 0.00 | 24.9% | 0.913 | 0.0796 | -0.016 | 53.5 | -0.017 | 0.0798 | -0.087 | 22.1% | 35 | 10 | 0.06 | 0.12 | 0.03 | ||
| 1.09 | 3.65 | 2.77 | 28.2% | 0.879 | 0.1080 | -0.020 | 54 | -0.020 | 0.1084 | -0.121 | 19.8% | 35 | 0.16 | 0.17 | 0.01 | |||
| 0.65 | 3.40 | 0.00 | 29.5% | 0.830 | 0.1456 | -0.024 | 54.5 | -0.024 | 0.1464 | -0.171 | 19.0% | 2 | 0.27 | 0.25 | 0.04 | |||
| 1.10 | 1.59 | 1.65 | 2 | 1 | 18.4% | 0.758 | 0.1914 | -0.028 | 55 | -0.028 | 0.1926 | -0.243 | 18.8% | 77 | 16 | 0.24 | 0.33 | 0.16 |
| 0.58 | 1.18 | 1.03 | 6 | 14.8% | 0.660 | 0.2392 | -0.031 | 55.5 | -0.032 | 0.2414 | -0.341 | 14.8% | 256 | 0.50 | 0.45 | 0.09 | ||
| 0.51 | 0.72 | 0.66 | 494 | 46 | 15.8% | 0.536 | 0.2736 | -0.033 | 56 | -0.033 | 0.2776 | -0.468 | 18.2% | 27 | 0.47 | 0.77 | 0.41 | |
| 0.30 | 0.49 | 0.39 | 1 | 10 | 16.1% | 0.398 | 0.2713 | -0.031 | 56.5 | -0.032 | 0.2783 | -0.609 | 18.5% | 34 | 1.01 | 1.06 | 0.68 | |
| 0.07 | 0.26 | 0.30 | 34 | 13.7% | 0.276 | 0.2310 | -0.027 | 57 | -0.028 | 0.2408 | -0.734 | 23.9% | 11 | 1.17 | 1.84 | 0.90 | ||
| 0.03 | 0.20 | 0.20 | 372 | 15.5% | 0.186 | 0.1774 | -0.022 | 57.5 | -0.024 | 0.1880 | -0.828 | 17.4% | 1 | 1.81 | 1.83 | 1.29 | ||
| 0.03 | 0.16 | 0.08 | 5 | 35 | 17.9% | 0.128 | 0.1298 | -0.018 | 58 | -0.019 | 0.1394 | -0.889 | 26.3% | 0.00 | 3.55 | 0.81 | ||
| 0.00 | 0.15 | 0.08 | 5 | 17 | 19.8% | 0.092 | 0.0950 | -0.015 | 58.5 | -0.016 | 0.1040 | -0.926 | 23.4% | 0.00 | 3.80 | 1.28 | ||
| 0.00 | 0.11 | 0.11 | 1 | 21 | 21.2% | 0.071 | 0.0716 | -0.013 | 59 | -0.014 | 0.0798 | -0.947 | 19.7% | 0.00 | 5.05 | 0.87 | ||
| 0.00 | 0.05 | 0.01 | 690 | 21 | 20.5% | 0.058 | 0.0560 | -0.012 | 59.5 | -0.013 | 0.0625 | -0.960 | 40.8% | 0.00 | 5.30 | 2.22 | ||
| 0.00 | 0.71 | 0.04 | 22 | 44.0% | 0.049 | 0.0452 | -0.012 | 60 | -0.012 | 0.0505 | -0.968 | 55.0% | 0.00 | 5.90 | 3.15 | |||
| 0.00 | 0.71 | 0.01 | 21 | 47.4% | 0.043 | 0.0375 | -0.011 | 60.5 | -0.012 | 0.0418 | -0.973 | 38.0% | 0.00 | 6.55 | 2.60 | |||
| 0.00 | 2.13 | 0.02 | 22 | 78.2% | 0.038 | 0.0316 | -0.011 | 61 | -0.011 | 0.0352 | -0.977 | 46.8% | 0.00 | 7.05 | 3.30 | |||
| 0.00 | 0.06 | 0.01 | 2 | 30.5% | 0.034 | 0.0269 | -0.010 | 61.5 | -0.011 | 0.0293 | -0.981 | 48.5% | 0.00 | 7.55 | 3.75 | |||
| 0.00 | 1.86 | 0.00 | 81.0% | 0.030 | 0.0232 | -0.010 | 62 | -0.010 | 0.0245 | -0.984 | 58.3% | 0.00 | 8.05 | 4.50 | ||||
| 0.00 | 2.13 | 0.00 | 89.5% | 0.027 | 0.0200 | -0.009 | 62.5 | -0.010 | 0.0206 | -0.986 | 60.1% | 0.00 | 8.55 | 4.95 | ||||
| 0.00 | 2.13 | 0.00 | 93.1% | 0.024 | 0.0174 | -0.009 | 63 | -0.009 | 0.0173 | -0.989 | 69.4% | 0.00 | 9.05 | 5.70 | ||||
| 0.00 | 1.45 | 0.00 | 86.6% | 0.019 | 0.0132 | -0.008 | 64 | -0.008 | 0.0122 | -0.993 | 70.3% | 0.00 | 10.05 | 6.50 | ||||
How this is calculated: Options Chain methodology
