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

16.9%

56 strike

EXPECTED MOVE

$5.03

ATM straddle

MAX PAIN

$58.00

+3.5%

PUT/CALL VOLUME

0.01

1 / 196

MAR 31, 2027 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
13.70	16.45	16.95		1	0.0%	0.961	0.0077	-0.001	41	-0.003	0.0082	-0.043	30.7%			0.00	0.39	0.03
13.35	16.85	17.25		1	35.4%	0.956	0.0089	-0.001	42	-0.003	0.0095	-0.049	27.9%	10		0.32	0.30	0.06
13.20	14.50	11.55		3	27.2%	0.949	0.0104	-0.001	43	-0.004	0.0110	-0.056	26.7%	10		1.24	0.31	0.09
12.50	13.75	10.68		4	30.9%	0.941	0.0121	-0.002	44	-0.004	0.0128	-0.064	25.4%	8		0.36	0.36	0.08
10.70	13.40	13.53		7	27.1%	0.932	0.0141	-0.002	45	-0.004	0.0149	-0.074	26.4%	178		0.40	0.58	0.13
10.05	12.15	13.06		5	25.7%	0.921	0.0166	-0.003	46	-0.004	0.0174	-0.086	23.9%	8		0.42	0.44	0.21
9.65	11.00	11.60		1	26.9%	0.908	0.0194	-0.003	47	-0.005	0.0204	-0.100	23.0%	10		0.65	0.52	0.25
8.05	10.30	9.31		10	22.4%	0.891	0.0228	-0.004	48	-0.005	0.0238	-0.117	22.1%	14		0.65	0.60	0.31
7.65	9.15	6.47		78	23.1%	0.871	0.0268	-0.004	49	-0.005	0.0279	-0.138	23.8%	18		0.60	1.08	0.42
6.85	8.30	7.40		60	22.7%	0.847	0.0313	-0.005	50	-0.006	0.0326	-0.163	21.2%	762		0.74	0.82	0.61
6.15	7.00	6.65		9	20.3%	0.818	0.0365	-0.005	51	-0.006	0.0379	-0.194	20.3%	12		1.15	0.98	0.71
5.50	6.20	5.40		88	20.4%	0.783	0.0421	-0.006	52	-0.007	0.0437	-0.230	19.5%	82	1	1.00	1.11	0.90
4.65	5.30	4.09		63	18.9%	0.742	0.0480	-0.006	53	-0.007	0.0500	-0.274	19.1%	444		1.47	1.40	1.10
3.70	5.40	4.05		31	20.7%	0.694	0.0539	-0.007	54	-0.008	0.0564	-0.324	18.7%	79		1.57	1.81	1.27
3.20	3.80	4.00		385	17.3%	0.640	0.0593	-0.007	55	-0.008	0.0624	-0.382	17.5%	80		1.78	2.13	1.42
2.62	3.05	2.90		829	16.6%	0.580	0.0638	-0.007	56	-0.008	0.0676	-0.446	17.3%	154		1.99	2.41	1.97
2.15	2.48	2.38	2	127	16.4%	0.516	0.0666	-0.007	57	-0.008	0.0713	-0.515	16.5%	149		2.59	2.79	2.41
1.64	2.01	1.89	18	91	16.0%	0.449	0.0675	-0.007	58	-0.008	0.0729	-0.587	16.5%	1,943		3.15	3.35	3.00
1.18	1.64	1.46	28	113	15.7%	0.384	0.0662	-0.007	59	-0.007	0.0723	-0.660	18.5%	24		4.50	4.75	3.45
0.92	1.29	1.15	22	690	15.7%	0.321	0.0628	-0.006	60	-0.007	0.0704	-0.731	15.9%	64		6.60	5.20	3.75
0.67	0.97	0.85	58	142	15.4%	0.263	0.0577	-0.006	61	-0.006	0.0687	-0.798	15.9%	1		4.15	5.75	4.75
0.41	0.76	0.68		1,661	15.0%	0.213	0.0515	-0.005	62	-0.006	0.0752	-0.866	15.0%			0.00	6.35	5.70
0.39	0.57	0.47	16	147	15.6%	0.170	0.0448	-0.004	63	-0.008	0.0793	-0.935	0.0%			6.00	7.35	6.50
0.25	0.61	0.36	20	57	16.5%	0.135	0.0382	-0.004	64	-0.009	0.0358	-0.982	17.1%			0.00	9.15	6.80
0.20	0.34	0.27	32	1,103	15.7%	0.107	0.0322	-0.003	65	-0.009	0.0000	-1.000	0.0%			7.85	11.05	6.85
0.04	0.19	0.10		4,546	18.2%	0.041	0.0136	-0.002	70	-0.009	0.0000	-1.000	0.0%			0.00	14.50	13.25

Open XLF in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

MAR 31, 2027 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS