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
0.1%
69.5 strike
EXPECTED MOVE
$5.45
ATM straddle
MAX PAIN
$57.50
-17.4%
PUT/CALL VOLUME
0.79
271 / 344
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 57.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 10 | 0.09 | 0.00 | 0.00 | ||||||||||
| 58 | -0.000 | 0.0000 | -0.000 | 12.5% | 25 | 0.20 | 0.00 | 0.00 | ||||||||||
| 62.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 2 | 0.40 | 0.00 | 0.00 | ||||||||||
| 63 | -0.000 | 0.0000 | -0.000 | 6.3% | 45 | 0.59 | 0.00 | 0.00 | ||||||||||
| 64 | -0.000 | 0.0000 | -0.000 | 6.3% | 12 | 0.61 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 5.49 | 6 | 0.0% | 1.000 | 0.0000 | -0.008 | 65 | -0.000 | 0.0004 | -0.000 | 6.3% | 10 | 0.79 | 0.00 | 0.00 | ||
| 65.5 | -0.000 | 0.0014 | -0.001 | 6.3% | 1 | 0.91 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 4.85 | 2 | 0.0% | 1.000 | 0.0000 | -0.008 | 66 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 1.03 | 0.00 | 0.00 | ||
| 66.5 | -0.000 | 0.0000 | -0.000 | 3.1% | 61 | 1.17 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 4.22 | 16 | 0.0% | 1.000 | 0.0000 | -0.008 | 67 | ||||||||||
| 0.00 | 0.00 | 3.54 | 19 | 0.0% | 1.000 | 0.0000 | -0.008 | 68 | -0.000 | 0.0000 | -0.000 | 1.6% | 16 | 1.74 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.04 | 7 | 0.0% | 1.000 | 0.0000 | -0.008 | 69 | -0.000 | 0.0000 | -0.000 | 0.8% | 51 | 2.12 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.02 | 100 | 0.0% | 1.000 | 0.0000 | -0.009 | 69.5 | -0.000 | 0.0000 | 0.000 | 0.2% | 33 | 2.43 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.50 | 52 | 0.4% | 0.380 | 4.2901 | -0.004 | 70 | 0.009 | 0.0000 | -1.000 | 0.0% | 4 | 2.67 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.05 | 73 | 1.6% | 0.002 | 0.0188 | -0.000 | 71 | ||||||||||
| 0.00 | 0.00 | 1.89 | 23 | 1.6% | 0.000 | 0.0001 | -0.000 | 71.5 | ||||||||||
| 0.00 | 0.00 | 1.55 | 12 | 3.1% | 0.000 | 0.0013 | -0.000 | 72.5 | ||||||||||
| 0.00 | 0.00 | 1.39 | 18 | 3.1% | 0.000 | 0.0001 | -0.000 | 73 | ||||||||||
| 0.00 | 0.00 | 1.11 | 8 | 6.3% | 0.003 | 0.0066 | -0.000 | 74 | ||||||||||
| 0.00 | 0.00 | 0.28 | 8 | 12.5% | 0.001 | 0.0007 | -0.000 | 80 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology