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
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

CALLSPUTS
BidAskLastVolOIIVDeltaGammaThetaStrikeThetaGammaDeltaIVOIVolLastAskBid
14.0016.6011.9120.0%0.9830.0048-0.00141-0.0030.0054-0.02047.1%10.590.460.00
12.6515.850.000.0%0.9800.0058-0.00142-0.0030.0064-0.02335.8%20.270.150.00
11.6515.259.301136.9%0.9770.0070-0.00243-0.0040.0077-0.02735.0%220.180.200.00
11.9013.350.0041.3%0.9720.0084-0.00244-0.0040.0092-0.03232.5%310.150.200.00
10.7012.1512.801629.3%0.9670.0103-0.00345-0.0040.0112-0.03732.2%580.080.270.02
9.7511.1511.751028.0%0.9600.0127-0.00346-0.0050.0138-0.04530.0%140.140.280.03
8.1510.807.179926.4%0.9520.0158-0.00447-0.0050.0170-0.05428.0%2450.140.310.03
8.009.007.657224.7%0.9400.0199-0.00548-0.0060.0212-0.06725.7%2040.100.270.09
7.109.005.419034.9%0.9250.0251-0.00549-0.0070.0265-0.08324.2%1260.240.320.12
6.057.605.0011727.3%0.9040.0318-0.00650-0.0070.0333-0.10522.2%4580.300.370.13
5.106.505.3013523.6%0.8770.0403-0.00751-0.0080.0420-0.13421.8%1570.350.640.09
3.955.554.8016019.4%0.8410.0510-0.00952-0.0090.0526-0.17220.2%550.480.730.16
3.704.253.8014419.7%0.7930.0638-0.01053-0.0100.0652-0.22119.2%300.570.770.42
2.993.253.31224218.0%0.7310.0780-0.01154-0.0110.0791-0.28617.8%950.760.920.61
2.162.522.241835016.6%0.6510.0921-0.01155-0.0120.0926-0.36617.4%3721.091.180.98
1.621.902.1042016.6%0.5560.1030-0.01256-0.0120.1027-0.46216.1%711.411.591.20
0.931.361.18862115.1%0.4510.1068-0.01157-0.0110.1064-0.56717.4%1062.012.361.75
0.630.890.80721,29814.9%0.3460.1018-0.01058-0.0100.1029-0.67316.8%2153.002.912.35
0.470.720.496528416.2%0.2520.0889-0.00959-0.0090.0953-0.77116.4%13.203.553.10
0.250.530.332471,77416.2%0.1760.0720-0.00760-0.0080.0888-0.85816.4%3.404.303.95
0.110.240.20318614.7%0.1200.0550-0.00561-0.0080.0816-0.93518.9%0.005.554.70
0.120.150.134744915.8%0.0820.0405-0.00462-0.0060.0384-0.9870.0%0.006.305.55
0.000.160.077269715.9%0.0560.0293-0.00363-0.0060.0000-1.00019.7%5.128.455.50
0.020.130.04128417.4%0.0380.0212-0.00264-0.0060.0000-1.0000.0%6.049.006.75
0.000.110.053,81718.1%0.0270.0155-0.00265-0.0060.0000-1.00023.6%0.0010.257.70
0.000.540.2117927.1%0.0200.0115-0.00266-0.0060.0000-1.00025.6%0.0011.658.30
0.000.650.1753930.4%0.0160.0088-0.00167-0.0060.0000-1.0000.0%8.7512.509.30
0.000.340.171,44827.8%0.0120.0070-0.00168-0.0060.0000-1.00033.1%0.0013.6510.50
0.000.520.072132.3%0.0100.0056-0.00169-0.0060.0000-1.00031.0%0.0014.6511.30
0.000.230.036,44020.3%0.0090.0046-0.00170-0.0060.0000-1.00036.8%0.0015.6512.50

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How this is calculated: Options Chain methodology

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