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
16.3%
56 strike
EXPECTED MOVE
$3.16
ATM straddle
MAX PAIN
$53.00
-5.4%
PUT/CALL VOLUME
0.00
0 / 546
DEC 31, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 14.00 | 16.60 | 11.91 | 2 | 0.0% | 0.983 | 0.0048 | -0.001 | 41 | -0.003 | 0.0054 | -0.020 | 47.1% | 1 | 0.59 | 0.46 | 0.00 | ||
| 12.65 | 15.85 | 0.00 | 0.0% | 0.980 | 0.0058 | -0.001 | 42 | -0.003 | 0.0064 | -0.023 | 35.8% | 2 | 0.27 | 0.15 | 0.00 | |||
| 11.65 | 15.25 | 9.30 | 11 | 36.9% | 0.977 | 0.0070 | -0.002 | 43 | -0.004 | 0.0077 | -0.027 | 35.0% | 22 | 0.18 | 0.20 | 0.00 | ||
| 11.90 | 13.35 | 0.00 | 41.3% | 0.972 | 0.0084 | -0.002 | 44 | -0.004 | 0.0092 | -0.032 | 32.5% | 31 | 0.15 | 0.20 | 0.00 | |||
| 10.70 | 12.15 | 12.80 | 16 | 29.3% | 0.967 | 0.0103 | -0.003 | 45 | -0.004 | 0.0112 | -0.037 | 32.2% | 58 | 0.08 | 0.27 | 0.02 | ||
| 9.75 | 11.15 | 11.75 | 10 | 28.0% | 0.960 | 0.0127 | -0.003 | 46 | -0.005 | 0.0138 | -0.045 | 30.0% | 14 | 0.14 | 0.28 | 0.03 | ||
| 8.15 | 10.80 | 7.17 | 99 | 26.4% | 0.952 | 0.0158 | -0.004 | 47 | -0.005 | 0.0170 | -0.054 | 28.0% | 245 | 0.14 | 0.31 | 0.03 | ||
| 8.00 | 9.00 | 7.65 | 72 | 24.7% | 0.940 | 0.0199 | -0.005 | 48 | -0.006 | 0.0212 | -0.067 | 25.7% | 204 | 0.10 | 0.27 | 0.09 | ||
| 7.10 | 9.00 | 5.41 | 90 | 34.9% | 0.925 | 0.0251 | -0.005 | 49 | -0.007 | 0.0265 | -0.083 | 24.2% | 126 | 0.24 | 0.32 | 0.12 | ||
| 6.05 | 7.60 | 5.00 | 117 | 27.3% | 0.904 | 0.0318 | -0.006 | 50 | -0.007 | 0.0333 | -0.105 | 22.2% | 458 | 0.30 | 0.37 | 0.13 | ||
| 5.10 | 6.50 | 5.30 | 135 | 23.6% | 0.877 | 0.0403 | -0.007 | 51 | -0.008 | 0.0420 | -0.134 | 21.8% | 157 | 0.35 | 0.64 | 0.09 | ||
| 3.95 | 5.55 | 4.80 | 160 | 19.4% | 0.841 | 0.0510 | -0.009 | 52 | -0.009 | 0.0526 | -0.172 | 20.2% | 55 | 0.48 | 0.73 | 0.16 | ||
| 3.70 | 4.25 | 3.80 | 144 | 19.7% | 0.793 | 0.0638 | -0.010 | 53 | -0.010 | 0.0652 | -0.221 | 19.2% | 30 | 0.57 | 0.77 | 0.42 | ||
| 2.99 | 3.25 | 3.31 | 2 | 242 | 18.0% | 0.731 | 0.0780 | -0.011 | 54 | -0.011 | 0.0791 | -0.286 | 17.8% | 95 | 0.76 | 0.92 | 0.61 | |
| 2.16 | 2.52 | 2.24 | 18 | 350 | 16.6% | 0.651 | 0.0921 | -0.011 | 55 | -0.012 | 0.0926 | -0.366 | 17.4% | 372 | 1.09 | 1.18 | 0.98 | |
| 1.62 | 1.90 | 2.10 | 420 | 16.6% | 0.556 | 0.1030 | -0.012 | 56 | -0.012 | 0.1027 | -0.462 | 16.1% | 71 | 1.41 | 1.59 | 1.20 | ||
| 0.93 | 1.36 | 1.18 | 8 | 621 | 15.1% | 0.451 | 0.1068 | -0.011 | 57 | -0.011 | 0.1064 | -0.567 | 17.4% | 106 | 2.01 | 2.36 | 1.75 | |
| 0.63 | 0.89 | 0.80 | 72 | 1,298 | 14.9% | 0.346 | 0.1018 | -0.010 | 58 | -0.010 | 0.1029 | -0.673 | 16.8% | 215 | 3.00 | 2.91 | 2.35 | |
| 0.47 | 0.72 | 0.49 | 65 | 284 | 16.2% | 0.252 | 0.0889 | -0.009 | 59 | -0.009 | 0.0953 | -0.771 | 16.4% | 1 | 3.20 | 3.55 | 3.10 | |
| 0.25 | 0.53 | 0.33 | 247 | 1,774 | 16.2% | 0.176 | 0.0720 | -0.007 | 60 | -0.008 | 0.0888 | -0.858 | 16.4% | 3.40 | 4.30 | 3.95 | ||
| 0.11 | 0.24 | 0.20 | 3 | 186 | 14.7% | 0.120 | 0.0550 | -0.005 | 61 | -0.008 | 0.0816 | -0.935 | 18.9% | 0.00 | 5.55 | 4.70 | ||
| 0.12 | 0.15 | 0.13 | 47 | 449 | 15.8% | 0.082 | 0.0405 | -0.004 | 62 | -0.006 | 0.0384 | -0.987 | 0.0% | 0.00 | 6.30 | 5.55 | ||
| 0.00 | 0.16 | 0.07 | 72 | 697 | 15.9% | 0.056 | 0.0293 | -0.003 | 63 | -0.006 | 0.0000 | -1.000 | 19.7% | 5.12 | 8.45 | 5.50 | ||
| 0.02 | 0.13 | 0.04 | 12 | 84 | 17.4% | 0.038 | 0.0212 | -0.002 | 64 | -0.006 | 0.0000 | -1.000 | 0.0% | 6.04 | 9.00 | 6.75 | ||
| 0.00 | 0.11 | 0.05 | 3,817 | 18.1% | 0.027 | 0.0155 | -0.002 | 65 | -0.006 | 0.0000 | -1.000 | 23.6% | 0.00 | 10.25 | 7.70 | |||
| 0.00 | 0.54 | 0.21 | 179 | 27.1% | 0.020 | 0.0115 | -0.002 | 66 | -0.006 | 0.0000 | -1.000 | 25.6% | 0.00 | 11.65 | 8.30 | |||
| 0.00 | 0.65 | 0.17 | 539 | 30.4% | 0.016 | 0.0088 | -0.001 | 67 | -0.006 | 0.0000 | -1.000 | 0.0% | 8.75 | 12.50 | 9.30 | |||
| 0.00 | 0.34 | 0.17 | 1,448 | 27.8% | 0.012 | 0.0070 | -0.001 | 68 | -0.006 | 0.0000 | -1.000 | 33.1% | 0.00 | 13.65 | 10.50 | |||
| 0.00 | 0.52 | 0.07 | 21 | 32.3% | 0.010 | 0.0056 | -0.001 | 69 | -0.006 | 0.0000 | -1.000 | 31.0% | 0.00 | 14.65 | 11.30 | |||
| 0.00 | 0.23 | 0.03 | 6,440 | 20.3% | 0.009 | 0.0046 | -0.001 | 70 | -0.006 | 0.0000 | -1.000 | 36.8% | 0.00 | 15.65 | 12.50 | |||
How this is calculated: Options Chain methodology
