XLF option chain State Street Financial Select Sector SPDR ETF
Cboe delayed options data · as of 00:39 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±0.3% (58.38–58.74) · ATM IV 125.0% · P/C open interest 2.16
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 16.95 | 19.70 | 24 | 3 | 1.00 | 0.0000 | 0.000 | 41 | 0 | 0.8700 | 0.00 | 0.0000 | 0.000 | ||||
| 15.95 | 17.65 | 17 | 6 | 1.00 | 0.0000 | 0.000 | 42 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 14.00 | 16.50 | 23 | 8 | 1.00 | 0.0000 | 0.000 | 43 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 14.00 | 15.70 | 21 | 8 | 1.00 | 0.0000 | 0.000 | 44 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 12.95 | 14.75 | 8 | 6 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 12.05 | 13.75 | 7 | 7 | 1.00 | 0.0000 | 0.000 | 46 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 9.45 | 12.80 | 9 | 9 | 1.00 | 0.0000 | 0.000 | 47 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 10.10 | 11.70 | 11 | 2 | 1.00 | 0.0000 | 0.000 | 48 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 9.20 | 10.80 | 7 | 3 | 1.00 | 0.0000 | 0.000 | 49 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 8.30 | 8.90 | 11 | 17 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 7.60 | 8.45 | 10 | 19 | 1.00 | 0.0000 | 0.000 | 50.5 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 7.10 | 8.05 | 5 | 13 | 1.00 | 0.0000 | 0.000 | 51 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 6.70 | 7.30 | 5 | 5 | 1.00 | 0.0000 | 0.000 | 51.5 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | ||||
| 6.40 | 6.70 | 5 | 11 | 1.00 | 0.0000 | 0.000 | 52 | 0 | 0.0200 | 1 | 0.00 | 0.0000 | 0.000 | |||
| 4.80 | 7.35 | 2 | 1.00 | 0.0000 | 0.000 | 52.5 | 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | |||||
| 5.25 | 5.90 | 4 | 1.00 | 0.0000 | 0.000 | 53 | 0 | 0.0100 | 1 | 760.6% | 0.00 | 0.0000 | 0.000 | |||
| 3.80 | 6.35 | 4 | 1.00 | 0.0000 | 0.000 | 53.5 | 0 | 0.0200 | 1 | 760.3% | 0.00 | 0.0000 | 0.000 | |||
| 3.30 | 5.85 | 8 | 1.00 | 0.0000 | 0.000 | 54 | 0 | 0.0200 | 692.3% | 0.00 | 0.0000 | 0.000 | ||||
| 2.83 | 5.35 | 8 | 1.00 | 0.0000 | 0.000 | 54.5 | 0 | 0.0200 | 2 | 624.1% | 0.00 | 0.0000 | 0.000 | |||
| 2.33 | 4.85 | 1 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.0200 | 2 | 555.7% | 0.00 | 0.0000 | 0.000 | |||
| 0.9300 | 5.00 | 1.00 | 0.0000 | 0.000 | 55.5 | 0 | 0.0200 | 2 | 487.0% | 0.00 | 0.0000 | 0.000 | ||||
| 2.27 | 3.85 | 11 | 1.00 | 0.0000 | 0.000 | 56 | 0 | 0.0200 | 5 | 417.6% | 0.00 | 0.0000 | 0.000 | |||
| 1.37 | 3.35 | 12 | 780.9% | 1.00 | 0.0000 | 0.000 | 56.5 | 0 | 0.0200 | 4 | 347.4% | 0.00 | 0.0000 | 0.000 | ||
| 1.27 | 2.34 | 25 | 27 | 599.3% | 1.00 | 0.0014 | 0.000 | 57 | 0 | 0.0100 | 5 | 2,447 | 247.2% | -0.00 | 0.0014 | 0.000 |
| 0.8300 | 1.37 | 51 | 192 | 0.99 | 0.0343 | -0.001 | 57.5 | 0 | 0.0100 | 72 | 410 | 179.4% | -0.01 | 0.0343 | -0.001 | |
| 0.3000 | 2.68 | 34 | 816 | 0.99 | 0.1157 | -0.001 | 58 | 0 | 0.0100 | 487 | 190 | 108.3% | -0.01 | 0.1157 | -0.001 | |
| 0 | 0.1400 | 425 | 230 | 0.92 | 2.0031 | -0.003 | 58.5 | 0 | 0.2200 | 83 | 47 | 125.0% | -0.08 | 2.0031 | -0.003 | |
| 0 | 0.0100 | 74 | 14 | 76.1% | 0.02 | 0.2096 | -0.001 | 59 | 0.1600 | 0.5700 | 2 | 3 | -0.98 | 0.2096 | -0.001 | |
| 0 | 0.0200 | 4 | 167.4% | 0.00 | 0.0000 | 0.000 | 59.5 | 0 | 2.63 | 622.5% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.0100 | 213.8% | 0.00 | 0.0000 | 0.000 | 60 | 1.16 | 1.57 | 2 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 307.4% | 0.00 | 0.0000 | 0.000 | 60.5 | 0.0900 | 3.50 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 372.7% | 0.00 | 0.0000 | 0.000 | 61 | 0.6200 | 4.55 | 733.5% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 435.8% | 0.00 | 0.0000 | 0.000 | 61.5 | 1.67 | 4.20 | 555.9% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0100 | 452.7% | 0.00 | 0.0000 | 0.000 | 62 | 2.95 | 3.75 | 19 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 557.1% | 0.00 | 0.0000 | 0.000 | 62.5 | 2.32 | 4.25 | 23 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 615.6% | 0.00 | 0.0000 | 0.000 | 63 | 4.10 | 4.75 | 3 | 729.6% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.0200 | 673.0% | 0.00 | 0.0000 | 0.000 | 63.5 | 3.65 | 6.20 | 794.5% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 729.3% | 0.00 | 0.0000 | 0.000 | 64 | 5.10 | 6.70 | 8 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 784.6% | 0.00 | 0.0000 | 0.000 | 64.5 | 5.40 | 8.05 | 18 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.0200 | 839.0% | 0.00 | 0.0000 | 0.000 | 65 | 6.10 | 6.70 | 21 | 771.9% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 66 | 6.15 | 7.90 | 3 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 67 | 8.10 | 8.80 | 13 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 68 | 9.25 | 9.85 | 6 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 69 | 10.05 | 10.75 | 12 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 70 | 11.00 | 12.70 | 2 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 71 | 11.15 | 13.70 | 6 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.0200 | 0.00 | 0.0000 | 0.000 | 72 | 13.20 | 14.70 | 2 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.9500 | 0.00 | 0.0000 | 0.000 | 73 | 13.95 | 15.70 | 8 | -1.00 | 0.0000 | 0.000 | |||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 03, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs