XLF option chain State Street Financial Select Sector SPDR ETF
Cboe delayed options data · as of 21:03 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 ±1.7% (57.48–59.46) · ATM IV 14.1% · P/C open interest 2.71
| 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 | |
| 26.45 | 30.55 | 1 | 1.00 | 0.0001 | 0.000 | 30 | 0 | 0.6100 | 267.9% | -0.00 | 0.0001 | -0.001 | ||||
| 21.45 | 25.60 | 1.00 | 0.0003 | 0.000 | 35 | 0 | 0.6100 | 213.8% | -0.00 | 0.0003 | -0.002 | |||||
| 16.45 | 20.55 | 1.00 | 0.0007 | 0.000 | 40 | 0 | 2.13 | 229.9% | -0.00 | 0.0007 | -0.002 | |||||
| 12.35 | 14.30 | 1 | 1.00 | 0.0018 | 0.000 | 45 | 0 | 0.2700 | 103.9% | -0.00 | 0.0018 | -0.003 | ||||
| 11.35 | 13.50 | 1 | 1.00 | 0.0022 | 0.000 | 46 | 0 | 0.6100 | 115.2% | -0.00 | 0.0022 | -0.003 | ||||
| 10.55 | 13.65 | 118.3% | 0.99 | 0.0028 | 0.000 | 47 | 0 | 0.9200 | 119.1% | -0.00 | 0.0028 | -0.004 | ||||
| 10.40 | 10.90 | 6 | 0.99 | 0.0035 | 0.000 | 48 | 0 | 0.7500 | 104.5% | -0.01 | 0.0035 | -0.004 | ||||
| 7.55 | 11.65 | 0.99 | 0.0044 | 0.000 | 49 | 0 | 2.12 | 3 | 134.4% | -0.01 | 0.0044 | -0.004 | ||||
| 6.60 | 10.65 | 3 | 0.99 | 0.0058 | -0.001 | 50 | 0 | 1.15 | 7 | 100.2% | -0.01 | 0.0058 | -0.005 | |||
| 5.50 | 9.65 | 0.99 | 0.0076 | -0.002 | 51 | 0 | 1.15 | 1 | 91.3% | -0.01 | 0.0077 | -0.005 | ||||
| 5.00 | 9.15 | 0.99 | 0.0089 | -0.002 | 51.5 | 0 | 2.14 | 2 | 109.8% | -0.01 | 0.0089 | -0.005 | ||||
| 4.50 | 8.65 | 0.99 | 0.0104 | -0.003 | 52 | 0 | 0.9700 | 11 | 77.8% | -0.01 | 0.0104 | -0.006 | ||||
| 5.60 | 8.00 | 1 | 81.3% | 0.98 | 0.0123 | -0.003 | 52.5 | 0 | 1.15 | 1 | 78.0% | -0.01 | 0.0124 | -0.006 | ||
| 5.10 | 7.65 | 80.0% | 0.98 | 0.0147 | -0.004 | 53 | 0 | 0.0600 | 25 | 35.6% | -0.02 | 0.0148 | -0.006 | |||
| 3.15 | 7.15 | 15 | 0.98 | 0.0178 | -0.004 | 53.5 | 0 | 2.14 | 1 | 2 | 89.5% | -0.02 | 0.0179 | -0.007 | ||
| 2.50 | 6.65 | 2 | 0.98 | 0.0218 | -0.005 | 54 | 0 | 0.8300 | 33 | 57.2% | -0.02 | 0.0220 | -0.007 | |||
| 2.01 | 6.15 | 12 | 0.97 | 0.0273 | -0.006 | 54.5 | 0.0100 | 0.2300 | 139 | 36.4% | -0.03 | 0.0275 | -0.008 | |||
| 1.50 | 5.55 | 91 | 0.97 | 0.0350 | -0.007 | 55 | 0 | 0.4000 | 1 | 1,305 | 38.0% | -0.03 | 0.0353 | -0.009 | ||
| 2.80 | 3.45 | 12 | 0.96 | 0.0464 | -0.008 | 55.5 | 0.0200 | 0.0400 | 2 | 2,482 | 21.5% | -0.04 | 0.0467 | -0.009 | ||
| 1.05 | 4.25 | 26 | 0.95 | 0.0638 | -0.009 | 56 | 0 | 0.2500 | 231 | 1,160 | 26.2% | -0.05 | 0.0644 | -0.011 | ||
| 0.1500 | 4.20 | 37 | 13.3% | 0.92 | 0.0919 | -0.012 | 56.5 | 0.0200 | 0.0700 | 1 | 1,018 | 17.2% | -0.08 | 0.0929 | -0.013 | |
| 1.59 | 1.96 | 319 | 18.1% | 0.89 | 0.1366 | -0.016 | 57 | 0.0300 | 0.2900 | 118 | 4,459 | 20.4% | -0.12 | 0.1384 | -0.017 | |
| 1.16 | 1.60 | 2 | 314 | 18.5% | 0.82 | 0.2017 | -0.021 | 57.5 | 0.1100 | 0.1600 | 26 | 269 | 15.2% | -0.18 | 0.2048 | -0.022 |
| 0.5900 | 1.09 | 29 | 997 | 12.4% | 0.71 | 0.2786 | -0.026 | 58 | 0.0200 | 0.2600 | 285 | 260 | 11.1% | -0.29 | 0.2836 | -0.027 |
| 0.2900 | 0.6500 | 67 | 363 | 11.0% | 0.56 | 0.3382 | -0.029 | 58.5 | 0.3900 | 0.6500 | 951 | 50 | 17.1% | -0.45 | 0.3448 | -0.030 |
| 0.0800 | 0.5200 | 216 | 166 | 12.9% | 0.39 | 0.3369 | -0.028 | 59 | 0.4400 | 0.8000 | 22 | 14 | 12.1% | -0.62 | 0.3429 | -0.028 |
| 0.0100 | 0.2200 | 1 | 517 | 11.5% | 0.24 | 0.2701 | -0.022 | 59.5 | 0.0100 | 3.15 | 101 | 6 | 31.6% | -0.77 | 0.2724 | -0.022 |
| 0.0100 | 0.2700 | 41 | 192 | 16.5% | 0.13 | 0.1834 | -0.016 | 60 | 0.1600 | 3.60 | 30.6% | -0.88 | 0.2033 | -0.015 | ||
| 0.0100 | 0.2500 | 21 | 19.7% | 0.07 | 0.1137 | -0.010 | 60.5 | 1.48 | 2.26 | 14 | 7 | -0.95 | 0.1525 | -0.012 | ||
| 0.0100 | 0.0400 | 12 | 15.5% | 0.05 | 0.0719 | -0.007 | 61 | 1.00 | 4.60 | 36.8% | -0.98 | 0.0752 | -0.015 | |||
| 0 | 0.4300 | 1,041 | 30.9% | 0.03 | 0.0495 | -0.006 | 61.5 | 2.65 | 3.05 | -0.99 | 0.0350 | -0.017 | ||||
| 0 | 0.2300 | 1 | 2 | 28.6% | 0.03 | 0.0367 | -0.006 | 62 | 1.64 | 4.65 | 227 | -1.00 | 0.0195 | -0.018 | ||
| 0 | 0.8300 | 3 | 2 | 47.0% | 0.02 | 0.0284 | -0.005 | 62.5 | 3.80 | 4.05 | 27.7% | -1.00 | 0.0114 | -0.019 | ||
| 0 | 0.9500 | 1 | 53.1% | 0.02 | 0.0226 | -0.005 | 63 | 3.95 | 6.55 | 69.6% | -1.00 | 0.0066 | -0.019 | |||
| 0 | 0.9500 | 2 | 60.2% | 0.01 | 0.0153 | -0.004 | 64 | 4.35 | 7.45 | 63.6% | -1.00 | 0.0025 | -0.020 | |||
| 0 | 1.15 | 71.4% | 0.01 | 0.0110 | -0.004 | 65 | 4.90 | 8.55 | 62.0% | -1.00 | 0.0013 | -0.021 | ||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs