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

$3.45

ATM straddle

MAX PAIN

$55.00

-1.8%

PUT/CALL VOLUME

0.29

10,085 / 34,581

JAN 15, 2027 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
15.05	15.85	14.65		177	38.7%	0.979	0.0056	-0.001	41	-0.003	0.0059	-0.023	35.1%	5,827		0.09	0.10	0.06
14.20	14.85	12.00		70	39.4%	0.976	0.0066	-0.002	42	-0.003	0.0070	-0.027	33.5%	7,210		0.09	0.11	0.07
13.15	13.65	11.65		64	29.8%	0.972	0.0079	-0.002	43	-0.004	0.0083	-0.031	31.8%	16,099		0.16	0.12	0.08
12.25	13.10	14.76		53	38.6%	0.967	0.0095	-0.003	44	-0.004	0.0099	-0.036	30.0%	28,990	2,613	0.11	0.13	0.09
10.65	11.90	11.25		9,137	0.0%	0.961	0.0115	-0.003	45	-0.004	0.0119	-0.043	27.0%	34,206	131	0.13	0.14	0.05
10.25	10.70	9.40		74	26.2%	0.953	0.0140	-0.003	46	-0.004	0.0145	-0.051	26.9%	12,635		0.15	0.23	0.06
8.65	9.90	9.35		1,628	0.0%	0.943	0.0172	-0.004	47	-0.005	0.0177	-0.061	24.6%	87,721		0.19	0.20	0.09
7.70	9.00	8.70	1	8,054	0.0%	0.930	0.0213	-0.005	48	-0.005	0.0218	-0.074	25.1%	28,328	24	0.21	0.28	0.20
7.40	7.90	7.50		83	23.7%	0.913	0.0264	-0.005	49	-0.006	0.0270	-0.091	22.6%	46,913	680	0.25	0.28	0.20
6.45	7.40	6.70	27	16,051	26.1%	0.891	0.0329	-0.006	50	-0.007	0.0336	-0.114	21.1%	76,344	752	0.31	0.34	0.24
4.95	6.15	5.75		508	15.9%	0.862	0.0408	-0.007	51	-0.008	0.0417	-0.143	20.8%	105,672	734	0.40	0.43	0.40
4.75	5.00	4.90	1	40,084	19.2%	0.825	0.0504	-0.008	52	-0.008	0.0515	-0.181	19.2%	44,452	691	0.52	0.56	0.43
3.75	4.25	4.04	19	6,797	17.9%	0.776	0.0613	-0.009	53	-0.009	0.0628	-0.231	18.3%	16,969	763	0.67	0.72	0.59
3.15	3.45	3.30	49	17,750	18.1%	0.716	0.0730	-0.009	54	-0.010	0.0750	-0.294	17.6%	14,956	3,207	0.90	0.94	0.81
2.26	2.75	2.50	11,926	81,082	16.4%	0.641	0.0840	-0.010	55	-0.011	0.0865	-0.370	16.6%	44,309	161	1.18	1.23	1.05
1.83	1.93	1.90	96	14,637	15.9%	0.555	0.0923	-0.010	56	-0.011	0.0950	-0.459	16.5%	47,438	280	1.57	1.67	1.46
1.27	1.53	1.37	534	19,364	15.8%	0.461	0.0956	-0.010	57	-0.010	0.0984	-0.556	14.8%	14,932		1.78	2.13	1.72
0.53	1.20	0.98	21,143	13,751	15.3%	0.367	0.0926	-0.009	58	-0.009	0.0960	-0.654	15.5%	25,685	26	2.71	2.76	2.49
0.53	0.81	0.67	247	7,811	15.3%	0.280	0.0838	-0.008	59	-0.009	0.0898	-0.746	15.9%	700		3.30	3.55	3.20
0.41	0.58	0.46	333	67,429	15.8%	0.207	0.0712	-0.007	60	-0.008	0.0853	-0.830	15.3%	151	19	4.10	4.40	3.85
0.26	0.44	0.32		4,529	16.1%	0.149	0.0575	-0.006	61	-0.008	0.0833	-0.906	18.1%	28	2	4.98	5.40	4.90
0.17	0.28	0.21	5	6,177	16.0%	0.106	0.0448	-0.004	62	-0.007	0.0715	-0.970	23.4%	2,559		6.38	7.00	5.70
0.11	0.21	0.16		1,497	16.5%	0.076	0.0341	-0.004	63	-0.005	0.0046	-0.998	0.0%	1		5.25	9.05	4.85
0.07	0.17	0.11	4	2,510	17.1%	0.055	0.0259	-0.003	64	-0.005	0.0000	-1.000	0.0%			6.05	9.20	6.70
0.05	0.10	0.07	188	44,969	17.0%	0.041	0.0198	-0.002	65	-0.005	0.0000	-1.000	27.2%			9.15	10.15	8.20
0.03	0.13	0.06		5,475	18.7%	0.032	0.0154	-0.002	66	-0.005	0.0000	-1.000	29.2%	4		15.38	10.85	9.50
0.01	0.11	0.04		3,227	19.2%	0.025	0.0122	-0.002	67	-0.005	0.0000	-1.000	0.0%			10.31	12.45	9.30
0.00	0.12	0.03		3,625	20.5%	0.021	0.0099	-0.002	68	-0.005	0.0000	-1.000	30.0%			0.00	13.65	10.45
0.00	0.11	0.02		2,945	21.5%	0.017	0.0082	-0.001	69	-0.005	0.0000	-1.000	28.9%			0.00	14.65	11.30
0.01	0.11	0.06		39,842	23.1%	0.015	0.0069	-0.001	70	-0.005	0.0000	-1.000	0.0%			0.00	15.45	12.30
0.00	0.51	0.12		2,513	31.9%	0.013	0.0059	-0.001	71	-0.005	0.0000	-1.000	0.0%			0.00	16.45	12.85

Open XLF in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

JAN 15, 2027 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS