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 27 strikes, with 778 calls and 1,242 puts traded in the latest session. At-the-money implied volatility is 0.2%. The at-the-money straddle prices a move of about $0.63 (1.1%) by expiration.
EXPIRATION
- Oct 28, 2026
- Oct 30, 2026
- Nov 2, 2026
- Nov 4, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Dec 31, 2026
- Jan 15, 2027
ATM IV
0.2%
56 strike
EXPECTED MOVE
$0.63
ATM straddle
MAX PAIN
$40.00
-28.6%
PUT/CALL VOLUME
1.60
1,242 / 778
OCT 28, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 12.05 | 1 | 0.0% | 1.000 | 0.0000 | -0.005 | 44 | ||||||||||
| 0.00 | 0.00 | 11.07 | 2 | 0.0% | 1.000 | 0.0000 | -0.006 | 45 | ||||||||||
| 49 | -0.000 | 0.0001 | -0.000 | 50.0% | 10 | 0.03 | 0.00 | 0.00 | ||||||||||
| 50 | -0.001 | 0.0006 | -0.000 | 50.0% | 6 | 0.02 | 0.00 | 0.00 | ||||||||||
| 50.5 | -0.000 | 0.0000 | -0.000 | 25.0% | 12 | 0.03 | 0.00 | 0.00 | ||||||||||
| 51 | -0.000 | 0.0000 | -0.000 | 25.0% | 6 | 0.04 | 0.00 | 0.00 | ||||||||||
| 51.5 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.07 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 2.49 | 0.0% | 1.000 | 0.0000 | -0.006 | 52 | -0.000 | 0.0000 | -0.000 | 25.0% | 12 | 0.03 | 0.00 | 0.00 | |||
| 52.5 | -0.000 | 0.0002 | -0.000 | 25.0% | 11 | 0.01 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 3.22 | 1 | 0.0% | 1.000 | 0.0000 | -0.007 | 53 | -0.000 | 0.0017 | -0.000 | 25.0% | 3 | 0.03 | 0.00 | 0.00 | ||
| 53.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.02 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 2.09 | 2 | 0.0% | 1.000 | 0.0000 | -0.007 | 54 | -0.000 | 0.0001 | -0.000 | 12.5% | 18 | 0.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.57 | 1 | 0.0% | 1.000 | 0.0000 | -0.007 | 54.5 | -0.000 | 0.0035 | -0.000 | 12.5% | 31 | 0.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.09 | 24 | 0.0% | 1.000 | 0.0000 | -0.007 | 55 | -0.000 | 0.0001 | -0.000 | 6.3% | 32 | 0.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.75 | 11 | 0.0% | 1.000 | 0.0000 | -0.007 | 55.5 | -0.000 | 0.0001 | -0.000 | 3.1% | 492 | 0.11 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.34 | 164 | 0.0% | 1.000 | 0.0000 | -0.007 | 56 | -0.000 | 2.8034 | -0.017 | 0.4% | 494 | 0.29 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.13 | 486 | 3.1% | 0.000 | 0.0013 | -0.000 | 56.5 | 0.007 | 0.0000 | -1.000 | 0.0% | 60 | 0.57 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.05 | 10 | 6.3% | 0.000 | 0.0004 | -0.000 | 57 | 0.007 | 0.0000 | -1.000 | 0.0% | 0.76 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.01 | 10 | 12.5% | 0.001 | 0.0073 | -0.000 | 57.5 | 0.007 | 0.0000 | -1.000 | 0.0% | 51 | 1.52 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 3 | 12.5% | 0.000 | 0.0002 | -0.000 | 58 | ||||||||||
| 0.00 | 0.00 | 0.01 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 58.5 | ||||||||||
| 0.00 | 0.00 | 0.01 | 18 | 25.0% | 0.001 | 0.0038 | -0.001 | 59 | ||||||||||
| 0.00 | 0.00 | 0.01 | 19 | 25.0% | 0.000 | 0.0007 | -0.000 | 59.5 | ||||||||||
| 60 | 0.007 | 0.0000 | -1.000 | 0.0% | 1 | 3.83 | 0.00 | 0.00 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology