XLE Options Chain
XLE $69.64 · Updated Oct 26, 4:00 PM ET
XLE is at $69.64. The nearest expiration, Oct 28, 2026 (2 days out), lists 25 strikes, with 6,169 calls and 10,359 puts traded in the latest session. At-the-money implied volatility is 1.6%. The at-the-money straddle prices a move of about $1.37 (2.0%) 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
1.6%
70 strike
EXPECTED MOVE
$1.37
ATM straddle
MAX PAIN
$49.00
-29.6%
PUT/CALL VOLUME
1.68
10,359 / 6,169
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 | 17.69 | 11 | 0.0% | 1.000 | 0.0000 | -0.006 | 52 | ||||||||||
| 0.00 | 0.00 | 14.72 | 11 | 0.0% | 1.000 | 0.0000 | -0.007 | 55 | ||||||||||
| 0.00 | 0.00 | 13.72 | 9 | 0.0% | 1.000 | 0.0000 | -0.007 | 56 | ||||||||||
| 0.00 | 0.00 | 12.55 | 23 | 0.0% | 1.000 | 0.0000 | -0.007 | 57 | ||||||||||
| 0.00 | 0.00 | 11.60 | 28 | 0.0% | 1.000 | 0.0000 | -0.007 | 58 | ||||||||||
| 0.00 | 0.00 | 10.60 | 6 | 0.0% | 1.000 | 0.0000 | -0.007 | 59 | ||||||||||
| 0.00 | 0.00 | 9.56 | 1 | 0.0% | 1.000 | 0.0000 | -0.007 | 60 | ||||||||||
| 0.00 | 0.00 | 7.43 | 2 | 0.0% | 1.000 | 0.0000 | -0.008 | 62 | -0.001 | 0.0004 | -0.000 | 50.0% | 0.11 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 4.58 | 2 | 0.0% | 1.000 | 0.0000 | -0.008 | 63 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.07 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 3.61 | 4 | 0.0% | 1.000 | 0.0000 | -0.008 | 64 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.75 | 1 | 0.0% | 1.000 | 0.0000 | -0.008 | 65 | -0.000 | 0.0001 | -0.000 | 25.0% | 6 | 0.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.93 | 10 | 0.0% | 1.000 | 0.0000 | -0.008 | 66 | -0.001 | 0.0020 | -0.001 | 25.0% | 251 | 0.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.59 | 23 | 0.0% | 1.000 | 0.0000 | -0.008 | 67 | -0.000 | 0.0000 | -0.000 | 12.5% | 1,001 | 0.06 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.86 | 29 | 0.0% | 1.000 | 0.0000 | -0.008 | 68 | -0.000 | 0.0000 | -0.000 | 6.3% | 6,609 | 0.16 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.00 | 219 | 0.0% | 1.000 | 0.0000 | -0.009 | 69 | -0.000 | 0.0001 | -0.000 | 3.1% | 2,394 | 0.44 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.48 | 993 | 3.1% | 0.009 | 0.1726 | -0.001 | 70 | 0.009 | 0.0000 | -1.000 | 0.0% | 85 | 0.89 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.18 | 462 | 6.3% | 0.000 | 0.0000 | -0.000 | 71 | 0.009 | 0.0000 | -1.000 | 0.0% | 12 | 1.96 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.07 | 2,474 | 12.5% | 0.000 | 0.0003 | -0.000 | 72 | ||||||||||
| 0.00 | 0.00 | 0.04 | 1,690 | 12.5% | 0.000 | 0.0000 | -0.000 | 73 | ||||||||||
| 0.00 | 0.00 | 0.01 | 2 | 25.0% | 0.000 | 0.0006 | -0.000 | 74 | 0.009 | 0.0000 | -1.000 | 0.0% | 7.05 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.02 | 60 | 25.0% | 0.000 | 0.0000 | -0.000 | 75 | ||||||||||
| 0.00 | 0.00 | 0.02 | 99 | 25.0% | 0.000 | 0.0000 | -0.000 | 76 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology