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 27 strikes, with 778 calls and 1,242 puts traded in the latest session. At-the-money implied volatility is 24.2%. The at-the-money straddle prices a move of about $0.66 (1.2%) by expiration.

EXPIRATION

ATM IV

24.2%

56 strike

EXPECTED MOVE

$0.66

ATM straddle

MAX PAIN

$56.00

-0.0%

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
11.60	12.45	12.05	1	4	121.9%	0.998	0.0011	-0.012	44
10.20	11.90	11.07	2	4	139.1%	0.991	0.0046	-0.044	45
									49	-0.014	0.0052	-0.005	78.1%	12	10	0.03	0.02	0.00
									50	-0.013	0.0066	-0.006	67.2%	19	6	0.02	0.02	0.00
									50.5	-0.013	0.0081	-0.007	62.5%	11	12	0.03	0.02	0.00
									51	-0.012	0.0087	-0.007	56.3%	50	6	0.04	0.02	0.00
									51.5	-0.012	0.0109	-0.008	51.6%	27	2	0.07	0.02	0.00
3.45	4.85	2.49			75.8%	0.930	0.0467	-0.121	52	-0.023	0.0204	-0.016	51.6%	99	12	0.03	0.02	0.00
									52.5	-0.043	0.0365	-0.033	52.3%	476	11	0.01	0.08	0.00
1.63	4.70	3.22	1	2	62.9%	0.907	0.0696	-0.124	53	-0.066	0.0569	-0.056	52.0%	358	3	0.03	0.14	0.00
									53.5	-0.021	0.0423	-0.024	34.4%	338	1	0.02	0.02	0.00
0.83	3.70	2.09	2	3	56.8%	0.835	0.1145	-0.165	54	-0.022	0.0611	-0.030	28.9%	747	18	0.02	0.02	0.00
1.30	2.00	1.57	1	1	65.8%	0.739	0.1294	-0.246	54.5	-0.029	0.1097	-0.051	25.0%	908	31	0.02	0.03	0.01
0.87	1.20	1.09	24	65	33.2%	0.798	0.2226	-0.111	55	-0.046	0.2196	-0.109	22.3%	2,520	32	0.05	0.06	0.01
0.56	0.77	0.75	11	33	28.2%	0.693	0.3260	-0.116	55.5	-0.089	0.3645	-0.278	24.1%	173	492	0.11	0.19	0.05
0.31	0.42	0.34	164	469	24.8%	0.517	0.4211	-0.115	56	-0.103	0.4419	-0.483	23.6%	538	494	0.29	0.38	0.20
0.06	0.20	0.13	486	506	23.7%	0.306	0.3874	-0.096	56.5	-0.089	0.3874	-0.694	23.7%	139	60	0.57	0.68	0.51
0.01	0.11	0.05	10	595	26.2%	0.171	0.2539	-0.076	57	-0.096	0.2446	-0.788	31.1%	5		0.76	1.15	0.30
0.00	0.08	0.01	10	265	30.7%	0.110	0.1604	-0.066	57.5	-0.301	0.1227	-0.682	76.2%	58	51	1.52	2.15	0.75
0.00	0.21	0.01	3	104	51.2%	0.165	0.1273	-0.144	58
0.00	0.21	0.01	2	101	58.8%	0.145	0.1018	-0.152	58.5
0.00	0.01	0.01	18	72	33.6%	0.012	0.0251	-0.012	59
0.00	0.02	0.01	19	70	43.0%	0.021	0.0305	-0.024	59.5
									60	-0.103	0.0541	-0.925	68.8%		1	3.83	5.00	3.20

Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.

Open XLF in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

OCT 28, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS