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

15.1%

56 strike

EXPECTED MOVE

$2.24

ATM straddle

MAX PAIN

$56.50

+0.9%

PUT/CALL VOLUME

1.20

322 / 268

DEC 4, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
6.25	9.65	0.00			31.4%	0.956	0.0184	-0.005	48.5	-0.006	0.0186	-0.044	55.8%			0.00	2.21	0.00
5.60	9.15	0.00			26.0%	0.950	0.0210	-0.005	49	-0.006	0.0212	-0.050	53.6%			0.00	2.23	0.00
5.10	8.85	0.00			28.7%	0.944	0.0241	-0.006	49.5	-0.007	0.0244	-0.057	51.4%			0.00	2.25	0.00
5.05	7.90	0.00			26.9%	0.936	0.0278	-0.006	50	-0.007	0.0281	-0.065	29.9%	10		0.14	0.56	0.00
4.40	8.00	0.00			31.6%	0.926	0.0322	-0.007	50.5	-0.008	0.0326	-0.074	46.6%			0.00	2.26	0.00
3.90	7.50	0.00			29.6%	0.915	0.0374	-0.008	51	-0.008	0.0379	-0.086	44.5%			0.00	2.30	0.00
3.85	6.20	0.00			23.0%	0.901	0.0435	-0.008	51.5	-0.009	0.0441	-0.100	41.4%			0.00	2.23	0.00
4.20	5.20	4.45	1		25.4%	0.883	0.0507	-0.009	52	-0.010	0.0515	-0.118	21.2%		185	0.23	0.32	0.15
3.40	5.10	0.00			24.4%	0.863	0.0592	-0.010	52.5	-0.010	0.0602	-0.139	22.7%			0.00	0.75	0.00
3.25	3.95	0.00			19.1%	0.837	0.0688	-0.011	53	-0.011	0.0701	-0.165	21.0%	1		0.33	0.56	0.22
2.60	4.45	0.00			25.0%	0.806	0.0796	-0.012	53.5	-0.012	0.0813	-0.197	19.2%		82	0.40	0.64	0.17
1.70	3.10	0.00			10.3%	0.769	0.0913	-0.013	54	-0.013	0.0935	-0.235	18.7%			0.00	0.73	0.26
2.12	3.70	0.00			26.0%	0.725	0.1034	-0.013	54.5	-0.014	0.1062	-0.280	17.9%		1	0.67	0.83	0.35
1.80	2.12	0.00			16.5%	0.674	0.1152	-0.014	55	-0.015	0.1188	-0.333	16.9%	1	2	0.73	0.82	0.56
1.25	1.78	0.00			14.6%	0.617	0.1256	-0.015	55.5	-0.015	0.1302	-0.393	16.3%		4	0.83	1.04	0.64
0.93	1.47	1.50	5		14.2%	0.553	0.1334	-0.015	56	-0.016	0.1392	-0.459	16.0%	3	47	1.04	1.18	0.89
0.63	1.55	1.10	90	13	16.1%	0.486	0.1374	-0.015	56.5	-0.015	0.1445	-0.530	15.3%	165		1.08	1.38	1.11
0.67	0.95	0.84	4		15.2%	0.417	0.1368	-0.014	57	-0.015	0.1454	-0.603	14.3%		1	1.63	1.66	1.28
0.47	0.74	0.73	62		14.8%	0.350	0.1313	-0.013	57.5	-0.014	0.1417	-0.676	15.8%			0.00	2.18	1.61
0.03	0.60	0.00			12.4%	0.287	0.1216	-0.012	58	-0.013	0.1343	-0.744	9.3%			0.00	2.90	1.02
0.21	0.47	0.40	1	9	14.8%	0.231	0.1088	-0.011	58.5	-0.012	0.1245	-0.807	0.0%			0.00	3.30	1.41
0.12	0.38	0.40		11	14.8%	0.184	0.0946	-0.009	59	-0.011	0.1138	-0.862	18.6%			0.00	4.55	1.83
0.08	0.30	0.24	105		15.1%	0.145	0.0803	-0.008	59.5	-0.010	0.1005	-0.909	21.6%			0.00	4.55	2.95
0.00	1.20	0.00			25.1%	0.114	0.0670	-0.007	60	-0.009	0.0909	-0.949	15.2%			0.00	5.20	2.72
0.00	2.24	0.00			35.7%	0.090	0.0552	-0.006	60.5	-0.008	0.0599	-0.977	17.5%			0.00	6.10	2.85
0.00	2.21	0.00			37.4%	0.071	0.0452	-0.005	61	-0.005	0.0294	-0.992	19.7%			0.00	7.10	2.88
0.00	2.18	0.00			39.1%	0.056	0.0369	-0.004	61.5	-0.005	0.0055	-0.999	20.3%			0.00	7.55	3.40
0.00	0.33	0.00			21.6%	0.045	0.0302	-0.004	62	-0.005	0.0000	-1.000	39.5%			0.00	8.05	5.40
0.00	0.24	0.00			22.5%	0.030	0.0205	-0.003	63	-0.005	0.0000	-1.000	24.2%			0.00	9.05	4.90
0.00	0.23	0.00			24.6%	0.021	0.0144	-0.002	64	-0.005	0.0000	-1.000	38.6%			0.00	10.00	6.70
0.00	0.24	0.00			27.2%	0.016	0.0106	-0.002	65	-0.005	0.0000	-1.000	42.2%			0.00	11.05	7.70

Open XLF in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

DEC 4, 2026 CHAIN

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