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
17.2%
56 strike
EXPECTED MOVE
$1.76
ATM straddle
MAX PAIN
$55.00
-1.8%
PUT/CALL VOLUME
3.91
2,853 / 729

NOV 13, 2026 CHAIN

CALLSPUTS
BidAskLastVolOIIVDeltaGammaThetaStrikeThetaGammaDeltaIVOIVolLastAskBid
6.809.550.0061.3%0.9750.0137-0.00648.5-0.0070.0138-0.02636.7%1900.060.110.01
7.007.850.0047.6%0.9710.0158-0.00649-0.0070.0160-0.02932.9%820.060.060.03
5.658.750.0056.0%0.9680.0184-0.00649.5-0.0070.0186-0.03333.8%1350.080.120.03
5.907.755.951057.1%0.9630.0216-0.00750-0.0080.0218-0.03729.8%1,19940.050.070.04
5.407.150.0052.3%0.9570.0255-0.00850.5-0.0090.0258-0.04327.7%61660.060.070.04
4.905.450.000.0%0.9500.0305-0.00851-0.0090.0308-0.05028.6%309160.090.140.00
4.155.350.0024.9%0.9410.0369-0.00951.5-0.0100.0373-0.05923.9%98820.090.100.02
3.704.803.691422.6%0.9280.0452-0.01152-0.0110.0456-0.07222.8%6752,4540.090.130.02
2.844.453.2040.0%0.9120.0557-0.01252.5-0.0130.0564-0.08923.0%92530.120.140.10
2.513.853.63520.0%0.8890.0691-0.01353-0.0140.0700-0.11221.0%6590.230.180.08
2.643.202.862622.5%0.8600.0857-0.01553.5-0.0160.0868-0.14221.0%53810.190.280.11
2.092.602.4159217.2%0.8210.1054-0.01854-0.0180.1070-0.18221.2%176210.240.340.24
1.732.111.93150816.6%0.7700.1277-0.02054.5-0.0200.1298-0.23318.5%38910.330.430.24
1.261.861.84222917.0%0.7070.1509-0.02155-0.0220.1537-0.29718.1%1,28980.400.450.40
1.131.351.2711,17017.2%0.6310.1720-0.02355.5-0.0230.1758-0.37517.9%299260.610.690.49
0.871.060.91440516.9%0.5430.1866-0.02356-0.0240.1914-0.46617.5%9680.740.890.69
0.570.760.6745626916.3%0.4490.1901-0.02356.5-0.0240.1962-0.56317.0%62411.001.110.95
0.360.580.482244116.2%0.3560.1809-0.02157-0.0220.1889-0.66016.1%41.661.451.15
0.250.420.328329016.5%0.2720.1611-0.01957.5-0.0200.1714-0.74819.3%1281.672.021.56
0.130.300.2211835216.2%0.2020.1354-0.01658-0.0170.1480-0.8230.0%12.402.281.25
0.040.240.1828916.3%0.1470.1089-0.01358.5-0.0150.1225-0.88317.8%11282.542.672.41
0.000.120.142921116.8%0.1060.0849-0.01159-0.0120.1003-0.92933.3%0.004.302.67
0.010.090.09731416.3%0.0770.0650-0.00959.5-0.0100.0780-0.96324.3%0.004.952.22
0.010.130.063,57517.3%0.0560.0494-0.00760-0.0080.0493-0.98422.4%0.006.101.89
0.010.090.03411121.6%0.0320.0289-0.00561-0.0080.0069-0.99938.0%0.007.053.50
0.000.100.013925.0%0.0200.0181-0.00362-0.0080.0000-1.00034.8%0.007.454.70
0.002.130.01665.5%0.0140.0123-0.00363-0.0080.0000-1.00031.9%0.009.054.90
0.002.130.0070.5%0.0110.0089-0.00264-0.0080.0000-1.00035.3%0.0010.055.90
0.002.130.0075.2%0.0080.0068-0.00265-0.0080.0000-1.00049.0%0.0011.057.20

Open XLF in Obelion Terminal

How this is calculated: Options Chain methodology

OPTIONS CHAIN FOR OTHER TICKERS