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 ±0.8% (57.21–58.11) · ATM IV 12.6% · P/C open interest 1.34
| 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 | |
| 27.55 | 27.80 | 4 | 4 | 372.9% | 1.00 | 0.0000 | 0.000 | 30 | 0 | 0.0100 | 10 | 304.9% | 0.00 | 0.0000 | 0.000 | |
| 22.40 | 23.80 | 3 | 454.1% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0100 | 10 | 237.0% | 0.00 | 0.0000 | 0.000 | ||
| 17.40 | 18.30 | 4 | 294.7% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0100 | 16 | 177.6% | -0.00 | 0.0000 | -0.000 | ||
| 13.40 | 13.95 | 2 | 1 | 162.5% | 1.00 | 0.0002 | 0.000 | 44 | 0 | 0.0100 | 30 | 134.6% | -0.00 | 0.0002 | -0.000 | |
| 12.40 | 13.05 | 12 | 7 | 176.8% | 1.00 | 0.0003 | 0.000 | 45 | 0 | 0.0100 | 80 | 124.4% | -0.00 | 0.0003 | -0.000 | |
| 11.50 | 12.15 | 10 | 7 | 191.9% | 1.00 | 0.0004 | 0.000 | 46 | 0 | 0.0100 | 90 | 114.3% | -0.00 | 0.0004 | -0.001 | |
| 10.50 | 11.00 | 4 | 3 | 157.8% | 1.00 | 0.0007 | 0.000 | 47 | 0 | 0.0100 | 1 | 104.4% | -0.00 | 0.0007 | -0.001 | |
| 9.50 | 9.90 | 5 | 5 | 127.1% | 1.00 | 0.0010 | 0.000 | 48 | 0 | 0.0100 | 50 | 94.6% | -0.00 | 0.0010 | -0.001 | |
| 8.55 | 9.00 | 3 | 4 | 136.6% | 1.00 | 0.0016 | -0.000 | 49 | 0 | 0.0200 | 91.9% | -0.00 | 0.0016 | -0.001 | ||
| 7.40 | 7.90 | 8 | 11 | 1.00 | 0.0025 | -0.001 | 50 | 0 | 0.0200 | 11 | 81.7% | -0.00 | 0.0025 | -0.002 | ||
| 6.90 | 7.45 | 5 | 85.1% | 1.00 | 0.0031 | -0.001 | 50.5 | 0 | 0.0200 | 76.6% | -0.00 | 0.0031 | -0.002 | |||
| 6.45 | 6.80 | 1 | 1.00 | 0.0038 | -0.002 | 51 | 0 | 0.0200 | 11 | 71.6% | -0.00 | 0.0038 | -0.003 | |||
| 5.10 | 7.30 | 83.9% | 1.00 | 0.0048 | -0.002 | 51.5 | 0 | 0.0200 | 131 | 66.5% | -0.00 | 0.0048 | -0.003 | |||
| 5.40 | 5.80 | 3 | 0.99 | 0.0062 | -0.003 | 52 | 0 | 0.0200 | 159 | 61.5% | -0.01 | 0.0062 | -0.003 | |||
| 4.90 | 5.30 | 5 | 0.99 | 0.0079 | -0.003 | 52.5 | 0 | 0.0200 | 1 | 33 | 56.5% | -0.01 | 0.0079 | -0.004 | ||
| 4.40 | 4.80 | 16 | 0.99 | 0.0103 | -0.004 | 53 | 0 | 0.0200 | 357 | 51.5% | -0.01 | 0.0103 | -0.005 | |||
| 3.90 | 4.30 | 21 | 0.99 | 0.0135 | -0.005 | 53.5 | 0 | 0.0100 | 233 | 42.5% | -0.01 | 0.0135 | -0.005 | |||
| 3.45 | 4.00 | 16 | 58.6% | 0.99 | 0.0182 | -0.006 | 54 | 0 | 0.0200 | 407 | 41.4% | -0.01 | 0.0182 | -0.006 | ||
| 2.90 | 3.50 | 13 | 47.2% | 0.98 | 0.0252 | -0.007 | 54.5 | 0 | 0.0200 | 1,498 | 36.4% | -0.02 | 0.0253 | -0.007 | ||
| 2.50 | 2.80 | 5 | 54 | 0.98 | 0.0362 | -0.009 | 55 | 0 | 0.0200 | 1,440 | 31.3% | -0.02 | 0.0362 | -0.009 | ||
| 2.08 | 2.30 | 4 | 30 | 32.7% | 0.97 | 0.0547 | -0.011 | 55.5 | 0 | 0.2200 | 2 | 883 | 43.9% | -0.03 | 0.0548 | -0.011 |
| 1.59 | 1.80 | 24 | 69 | 27.3% | 0.96 | 0.0899 | -0.014 | 56 | 0.0100 | 0.2300 | 103 | 1,986 | 37.5% | -0.04 | 0.0902 | -0.014 |
| 1.11 | 1.32 | 12 | 90 | 23.3% | 0.93 | 0.1720 | -0.022 | 56.5 | 0 | 0.0500 | 156 | 3,539 | 18.6% | -0.07 | 0.1732 | -0.022 |
| 0.6600 | 0.8400 | 33 | 318 | 18.8% | 0.82 | 0.3626 | -0.044 | 57 | 0.0600 | 0.0700 | 367 | 3,706 | 16.4% | -0.18 | 0.3688 | -0.045 |
| 0.1300 | 0.4600 | 294 | 881 | 12.1% | 0.60 | 0.5812 | -0.074 | 57.5 | 0.0500 | 0.2600 | 1,349 | 3,603 | 13.1% | -0.41 | 0.5996 | -0.076 |
| 0.0400 | 0.2100 | 2,501 | 1,939 | 15.3% | 0.31 | 0.5265 | -0.064 | 58 | 0.3600 | 0.6000 | 493 | 1,537 | 15.5% | -0.71 | 0.5409 | -0.067 |
| 0.0200 | 0.0600 | 94 | 2,942 | 16.4% | 0.13 | 0.2867 | -0.035 | 58.5 | 0.7600 | 0.9100 | 294 | 516 | -0.89 | 0.2910 | -0.033 | |
| 0 | 0.0300 | 73 | 6,722 | 18.4% | 0.05 | 0.1339 | -0.016 | 59 | 1.24 | 1.46 | 2 | 65 | -0.96 | 0.1291 | -0.015 | |
| 0.0100 | 0.0200 | 45 | 390 | 23.7% | 0.03 | 0.0675 | -0.009 | 59.5 | 1.54 | 1.95 | -0.98 | 0.0567 | -0.009 | |||
| 0 | 0.0100 | 2 | 790 | 24.4% | 0.02 | 0.0413 | -0.007 | 60 | 2.04 | 2.45 | -0.99 | 0.0320 | -0.008 | |||
| 0 | 0.0200 | 16 | 31.6% | 0.01 | 0.0290 | -0.006 | 60.5 | 2.54 | 3.15 | -0.99 | 0.0215 | -0.008 | ||||
| 0 | 0.0200 | 1 | 666 | 36.1% | 0.01 | 0.0216 | -0.005 | 61 | 3.20 | 3.45 | -0.99 | 0.0156 | -0.008 | |||
| 0 | 0.0200 | 124 | 40.6% | 0.01 | 0.0167 | -0.005 | 61.5 | 3.70 | 4.15 | 56.3% | -1.00 | 0.0117 | -0.008 | |||
| 0 | 0.0200 | 42 | 44.9% | 0.01 | 0.0132 | -0.005 | 62 | 3.20 | 5.65 | 61.6% | -1.00 | 0.0090 | -0.007 | |||
| 0 | 0.0200 | 53.2% | 0.01 | 0.0087 | -0.004 | 63 | 4.60 | 6.50 | 93.0% | -1.00 | 0.0055 | -0.007 | ||||
| 0 | 0.0200 | 61.3% | 0.00 | 0.0060 | -0.003 | 64 | 5.75 | 6.95 | 2 | -1.00 | 0.0035 | -0.007 | ||||
| 0 | 0.0800 | 33 | 84.3% | 0.00 | 0.0042 | -0.003 | 65 | 6.75 | 8.00 | 2 | -1.00 | 0.0022 | -0.007 | |||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs