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
17.2%
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
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 6.80 | 9.55 | 0.00 | 61.3% | 0.975 | 0.0137 | -0.006 | 48.5 | -0.007 | 0.0138 | -0.026 | 36.7% | 190 | 0.06 | 0.11 | 0.01 | |||
| 7.00 | 7.85 | 0.00 | 47.6% | 0.971 | 0.0158 | -0.006 | 49 | -0.007 | 0.0160 | -0.029 | 32.9% | 8 | 2 | 0.06 | 0.06 | 0.03 | ||
| 5.65 | 8.75 | 0.00 | 56.0% | 0.968 | 0.0184 | -0.006 | 49.5 | -0.007 | 0.0186 | -0.033 | 33.8% | 135 | 0.08 | 0.12 | 0.03 | |||
| 5.90 | 7.75 | 5.95 | 10 | 57.1% | 0.963 | 0.0216 | -0.007 | 50 | -0.008 | 0.0218 | -0.037 | 29.8% | 1,199 | 4 | 0.05 | 0.07 | 0.04 | |
| 5.40 | 7.15 | 0.00 | 52.3% | 0.957 | 0.0255 | -0.008 | 50.5 | -0.009 | 0.0258 | -0.043 | 27.7% | 616 | 6 | 0.06 | 0.07 | 0.04 | ||
| 4.90 | 5.45 | 0.00 | 0.0% | 0.950 | 0.0305 | -0.008 | 51 | -0.009 | 0.0308 | -0.050 | 28.6% | 309 | 16 | 0.09 | 0.14 | 0.00 | ||
| 4.15 | 5.35 | 0.00 | 24.9% | 0.941 | 0.0369 | -0.009 | 51.5 | -0.010 | 0.0373 | -0.059 | 23.9% | 988 | 2 | 0.09 | 0.10 | 0.02 | ||
| 3.70 | 4.80 | 3.69 | 14 | 22.6% | 0.928 | 0.0452 | -0.011 | 52 | -0.011 | 0.0456 | -0.072 | 22.8% | 675 | 2,454 | 0.09 | 0.13 | 0.02 | |
| 2.84 | 4.45 | 3.20 | 4 | 0.0% | 0.912 | 0.0557 | -0.012 | 52.5 | -0.013 | 0.0564 | -0.089 | 23.0% | 925 | 3 | 0.12 | 0.14 | 0.10 | |
| 2.51 | 3.85 | 3.63 | 52 | 0.0% | 0.889 | 0.0691 | -0.013 | 53 | -0.014 | 0.0700 | -0.112 | 21.0% | 659 | 0.23 | 0.18 | 0.08 | ||
| 2.64 | 3.20 | 2.86 | 2 | 6 | 22.5% | 0.860 | 0.0857 | -0.015 | 53.5 | -0.016 | 0.0868 | -0.142 | 21.0% | 538 | 1 | 0.19 | 0.28 | 0.11 |
| 2.09 | 2.60 | 2.41 | 592 | 17.2% | 0.821 | 0.1054 | -0.018 | 54 | -0.018 | 0.1070 | -0.182 | 21.2% | 176 | 21 | 0.24 | 0.34 | 0.24 | |
| 1.73 | 2.11 | 1.93 | 1 | 508 | 16.6% | 0.770 | 0.1277 | -0.020 | 54.5 | -0.020 | 0.1298 | -0.233 | 18.5% | 389 | 1 | 0.33 | 0.43 | 0.24 |
| 1.26 | 1.86 | 1.84 | 2 | 229 | 17.0% | 0.707 | 0.1509 | -0.021 | 55 | -0.022 | 0.1537 | -0.297 | 18.1% | 1,289 | 8 | 0.40 | 0.45 | 0.40 |
| 1.13 | 1.35 | 1.27 | 1 | 1,170 | 17.2% | 0.631 | 0.1720 | -0.023 | 55.5 | -0.023 | 0.1758 | -0.375 | 17.9% | 299 | 26 | 0.61 | 0.69 | 0.49 |
| 0.87 | 1.06 | 0.91 | 4 | 405 | 16.9% | 0.543 | 0.1866 | -0.023 | 56 | -0.024 | 0.1914 | -0.466 | 17.5% | 96 | 8 | 0.74 | 0.89 | 0.69 |
| 0.57 | 0.76 | 0.67 | 456 | 269 | 16.3% | 0.449 | 0.1901 | -0.023 | 56.5 | -0.024 | 0.1962 | -0.563 | 17.0% | 62 | 41 | 1.00 | 1.11 | 0.95 |
| 0.36 | 0.58 | 0.48 | 22 | 441 | 16.2% | 0.356 | 0.1809 | -0.021 | 57 | -0.022 | 0.1889 | -0.660 | 16.1% | 4 | 1.66 | 1.45 | 1.15 | |
| 0.25 | 0.42 | 0.32 | 83 | 290 | 16.5% | 0.272 | 0.1611 | -0.019 | 57.5 | -0.020 | 0.1714 | -0.748 | 19.3% | 128 | 1.67 | 2.02 | 1.56 | |
| 0.13 | 0.30 | 0.22 | 118 | 352 | 16.2% | 0.202 | 0.1354 | -0.016 | 58 | -0.017 | 0.1480 | -0.823 | 0.0% | 1 | 2.40 | 2.28 | 1.25 | |
| 0.04 | 0.24 | 0.18 | 289 | 16.3% | 0.147 | 0.1089 | -0.013 | 58.5 | -0.015 | 0.1225 | -0.883 | 17.8% | 1 | 128 | 2.54 | 2.67 | 2.41 | |
| 0.00 | 0.12 | 0.14 | 29 | 211 | 16.8% | 0.106 | 0.0849 | -0.011 | 59 | -0.012 | 0.1003 | -0.929 | 33.3% | 0.00 | 4.30 | 2.67 | ||
| 0.01 | 0.09 | 0.09 | 7 | 314 | 16.3% | 0.077 | 0.0650 | -0.009 | 59.5 | -0.010 | 0.0780 | -0.963 | 24.3% | 0.00 | 4.95 | 2.22 | ||
| 0.01 | 0.13 | 0.06 | 3,575 | 17.3% | 0.056 | 0.0494 | -0.007 | 60 | -0.008 | 0.0493 | -0.984 | 22.4% | 0.00 | 6.10 | 1.89 | |||
| 0.01 | 0.09 | 0.03 | 4 | 111 | 21.6% | 0.032 | 0.0289 | -0.005 | 61 | -0.008 | 0.0069 | -0.999 | 38.0% | 0.00 | 7.05 | 3.50 | ||
| 0.00 | 0.10 | 0.01 | 39 | 25.0% | 0.020 | 0.0181 | -0.003 | 62 | -0.008 | 0.0000 | -1.000 | 34.8% | 0.00 | 7.45 | 4.70 | |||
| 0.00 | 2.13 | 0.01 | 6 | 65.5% | 0.014 | 0.0123 | -0.003 | 63 | -0.008 | 0.0000 | -1.000 | 31.9% | 0.00 | 9.05 | 4.90 | |||
| 0.00 | 2.13 | 0.00 | 70.5% | 0.011 | 0.0089 | -0.002 | 64 | -0.008 | 0.0000 | -1.000 | 35.3% | 0.00 | 10.05 | 5.90 | ||||
| 0.00 | 2.13 | 0.00 | 75.2% | 0.008 | 0.0068 | -0.002 | 65 | -0.008 | 0.0000 | -1.000 | 49.0% | 0.00 | 11.05 | 7.20 | ||||
How this is calculated: Options Chain methodology
