XLF Options Chain

Name: XLF Options Chain
Creator: Obelion

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

16.2%

56 strike

EXPECTED MOVE

$2.17

ATM straddle

MAX PAIN

$55.50

-0.9%

PUT/CALL VOLUME

1.14

660 / 578

NOV 27, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
6.70	9.85	0.00			47.3%	0.962	0.0171	-0.005	48.5	-0.006	0.0173	-0.038	27.4%	11	7	0.06	0.09	0.02
6.25	9.40	0.00			46.3%	0.957	0.0197	-0.005	49	-0.006	0.0199	-0.043	29.2%	2	2	0.06	0.15	0.06
5.75	8.20	0.00			33.2%	0.951	0.0228	-0.006	49.5	-0.007	0.0230	-0.049	26.3%	4	7	0.09	0.10	0.07
5.35	7.00	0.00			0.0%	0.944	0.0264	-0.007	50	-0.007	0.0267	-0.057	27.0%	193	9	0.12	0.17	0.09
5.60	6.15	5.95	1		25.1%	0.935	0.0308	-0.007	50.5	-0.008	0.0312	-0.066	24.8%	6	2	0.12	0.18	0.06
4.90	5.85	0.00			23.2%	0.924	0.0361	-0.008	51	-0.009	0.0365	-0.076	23.4%	264	3	0.14	0.20	0.06
4.45	5.85	0.00			30.0%	0.911	0.0425	-0.009	51.5	-0.009	0.0430	-0.089	22.6%	101	58	0.15	0.23	0.08
3.95	4.90	3.01		3	21.3%	0.895	0.0501	-0.010	52	-0.010	0.0508	-0.106	20.3%	85	63	0.18	0.19	0.10
3.65	5.20	0.00			31.5%	0.875	0.0592	-0.011	52.5	-0.011	0.0602	-0.126	20.7%	294	87	0.20	0.29	0.14
3.25	4.70	3.28		9	29.9%	0.850	0.0699	-0.012	53	-0.012	0.0711	-0.152	20.3%	728	91	0.26	0.38	0.17
2.30	3.30	0.00			10.6%	0.819	0.0822	-0.013	53.5	-0.013	0.0837	-0.183	19.3%	87		0.40	0.40	0.25
2.50	2.84	2.70	2	19	18.8%	0.781	0.0958	-0.014	54	-0.014	0.0977	-0.222	19.0%	522	89	0.41	0.48	0.36
1.27	3.00	2.27		3	15.6%	0.735	0.1101	-0.015	54.5	-0.015	0.1127	-0.269	17.8%	159	20	0.51	0.58	0.40
1.73	2.06	2.08	2	335	17.6%	0.681	0.1244	-0.016	55	-0.016	0.1276	-0.325	17.2%	287	103	0.61	0.71	0.52
1.19	1.67	2.20	1	29	15.2%	0.619	0.1367	-0.017	55.5	-0.017	0.1409	-0.389	16.9%	91	20	0.78	0.88	0.68
1.12	1.30	1.18	4	317	16.2%	0.549	0.1456	-0.017	56	-0.017	0.1509	-0.461	16.2%	287	80	0.98	1.04	0.88
0.78	1.15	0.95	50	242	16.2%	0.476	0.1495	-0.017	56.5	-0.017	0.1561	-0.538	15.6%	43	11	1.15	1.30	1.05
0.60	0.79	0.74	14	96	15.3%	0.401	0.1475	-0.016	57	-0.017	0.1556	-0.617	15.3%		2	1.46	1.56	1.35
0.42	0.62	0.54	52	39	15.2%	0.329	0.1395	-0.015	57.5	-0.015	0.1494	-0.694	15.7%			0.00	2.00	1.63
0.29	0.46	0.38	150	131	15.0%	0.264	0.1266	-0.013	58	-0.014	0.1391	-0.765	16.0%	1		2.14	2.73	1.67
0.19	0.36	0.30	105	225	15.2%	0.207	0.1105	-0.011	58.5	-0.013	0.1264	-0.829	17.2%			0.00	3.90	1.41
0.08	0.28	0.27		446	14.8%	0.160	0.0935	-0.010	59	-0.011	0.1118	-0.883	17.7%	1		3.15	4.35	1.83
0.07	0.22	0.15	126	414	15.6%	0.123	0.0772	-0.008	59.5	-0.010	0.0964	-0.927	19.4%			0.00	4.30	2.87
0.08	0.18	0.11	64	394	16.7%	0.094	0.0626	-0.007	60	-0.008	0.0820	-0.961	0.0%			0.00	4.60	3.20
0.04	0.09	0.06	3	28	16.9%	0.056	0.0401	-0.005	61	-0.006	0.0168	-0.996	21.0%			0.00	7.10	2.88
0.01	0.11	0.04	2		19.2%	0.033	0.0252	-0.003	62	-0.006	0.0000	-1.000	38.5%			0.00	7.25	5.75
0.01	0.11	0.02	2		21.7%	0.020	0.0160	-0.002	63	-0.006	0.0000	-1.000	30.7%			0.00	8.45	5.70
0.00	1.00	0.00			40.1%	0.014	0.0108	-0.002	64	-0.006	0.0000	-1.000	33.7%			0.00	9.45	6.70
0.00	0.75	0.00			39.8%	0.010	0.0076	-0.001	65	-0.006	0.0000	-1.000	46.0%			0.00	11.05	7.70

Open XLF in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 27, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS