XLF option chain State Street Financial Select Sector SPDR ETF
Cboe delayed options data · as of 12:40 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 ±1.4% (56.99–58.59) · ATM IV 8.9% · P/C open interest 16.38
| 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 | |
| 12.40 | 13.60 | 97.8% | 0.99 | 0.0036 | -0.003 | 45 | 0 | 0.1000 | 67.9% | -0.01 | 0.0036 | -0.005 | ||||
| 11.55 | 12.30 | 85.3% | 0.99 | 0.0043 | -0.004 | 46 | 0 | 0.1000 | 62.7% | -0.01 | 0.0043 | -0.005 | ||||
| 9.70 | 12.80 | 98.4% | 0.99 | 0.0053 | -0.004 | 47 | 0 | 1.80 | 113.6% | -0.01 | 0.0053 | -0.005 | ||||
| 9.40 | 10.05 | 52.2% | 0.99 | 0.0066 | -0.004 | 48 | 0 | 2.13 | 112.2% | -0.01 | 0.0066 | -0.006 | ||||
| 6.80 | 10.85 | 58.3% | 0.99 | 0.0084 | -0.005 | 49 | 0 | 0.0500 | 42.5% | -0.01 | 0.0084 | -0.006 | ||||
| 6.70 | 9.85 | 77.1% | 0.98 | 0.0108 | -0.005 | 50 | 0 | 1.15 | 76.1% | -0.02 | 0.0108 | -0.006 | ||||
| 6.45 | 6.90 | 0.98 | 0.0143 | -0.006 | 51 | 0 | 0.0500 | 33.4% | -0.02 | 0.0144 | -0.007 | |||||
| 5.45 | 6.05 | 34.4% | 0.97 | 0.0196 | -0.007 | 52 | 0.0100 | 0.2300 | 1 | 1 | 38.9% | -0.03 | 0.0196 | -0.007 | ||
| 4.45 | 4.85 | 0.97 | 0.0280 | -0.007 | 53 | 0 | 0.0500 | 1 | 1 | 24.3% | -0.03 | 0.0280 | -0.008 | |||
| 3.45 | 3.90 | 0.95 | 0.0428 | -0.009 | 54 | 0.0100 | 0.0600 | 7 | 21.0% | -0.05 | 0.0430 | -0.009 | ||||
| 2.58 | 2.90 | 17.7% | 0.92 | 0.0735 | -0.011 | 55 | 0.0100 | 0.2700 | 4 | 7 | 22.6% | -0.08 | 0.0738 | -0.011 | ||
| 1.71 | 1.95 | 16.5% | 0.85 | 0.1392 | -0.015 | 56 | 0.0800 | 0.2900 | 2,073 | 2,069 | 18.1% | -0.15 | 0.1402 | -0.016 | ||
| 0.8900 | 1.10 | 3 | 14.2% | 0.69 | 0.2418 | -0.022 | 57 | 0.2100 | 0.5200 | 25 | 26 | 15.7% | -0.32 | 0.2452 | -0.022 | |
| 0.1700 | 0.4800 | 96 | 106 | 11.1% | 0.42 | 0.2762 | -0.023 | 58 | 0.0300 | 0.9200 | 2 | 1 | 6.7% | -0.59 | 0.2834 | -0.024 |
| 0.0800 | 0.3800 | 20 | 16.5% | 0.19 | 0.1869 | -0.016 | 59 | 1.11 | 1.51 | 2 | 1 | -0.83 | 0.2007 | -0.017 | ||
| 0.0100 | 0.2800 | 19.7% | 0.09 | 0.0957 | -0.010 | 60 | 2.21 | 2.54 | -0.94 | 0.1169 | -0.013 | |||||
| 0 | 1.09 | 40.0% | 0.05 | 0.0524 | -0.008 | 61 | 3.00 | 3.65 | -0.98 | 0.0590 | -0.009 | |||||
| 0 | 0.3100 | 30.8% | 0.03 | 0.0336 | -0.007 | 62 | 2.80 | 6.30 | 34.2% | -0.99 | 0.0324 | -0.007 | ||||
| 0 | 0.2900 | 35.1% | 0.03 | 0.0240 | -0.006 | 63 | 5.00 | 5.65 | -0.99 | 0.0192 | -0.007 | |||||
| 0 | 0.1000 | 31.9% | 0.02 | 0.0181 | -0.006 | 64 | 4.55 | 8.30 | 35.6% | -1.00 | 0.0124 | -0.007 | ||||
| 0 | 0.9000 | 59.6% | 0.02 | 0.0142 | -0.006 | 65 | 5.55 | 9.30 | 39.7% | -1.00 | 0.0085 | -0.007 | ||||
| 0 | 0.3000 | 48.7% | 0.02 | 0.0115 | -0.006 | 66 | 8.10 | 8.65 | -1.00 | 0.0060 | -0.007 | |||||
| 0 | 0.7700 | 66.5% | 0.01 | 0.0095 | -0.005 | 67 | 7.55 | 10.50 | -1.00 | 0.0044 | -0.007 | |||||
| 0 | 0.5000 | 63.7% | 0.01 | 0.0080 | -0.005 | 68 | 9.10 | 11.50 | -1.00 | 0.0032 | -0.007 | |||||
| 0 | 0.7200 | 74.2% | 0.01 | 0.0068 | -0.005 | 69 | 10.45 | 12.30 | -1.00 | 0.0023 | -0.006 | |||||
| 0 | 0.4400 | 69.8% | 0.01 | 0.0059 | -0.005 | 70 | 11.45 | 13.65 | 70.3% | -1.00 | 0.0018 | -0.006 | ||||
| 0 | 0.1000 | 56.3% | 0.01 | 0.0051 | -0.005 | 71 | 12.60 | 14.85 | 85.2% | -1.00 | 0.0014 | -0.006 | ||||
| 0 | 0.2400 | 68.7% | 0.01 | 0.0045 | -0.005 | 72 | 13.45 | 15.65 | 78.0% | -1.00 | 0.0010 | -0.006 | ||||
| 0 | 0.4400 | 81.1% | 0.01 | 0.0040 | -0.004 | 73 | 14.45 | 16.65 | 81.7% | -1.00 | 0.0008 | -0.006 | ||||
| 0 | 2.13 | 127.0% | 0.01 | 0.0036 | -0.004 | 74 | 15.45 | 17.65 | 85.4% | -1.00 | 0.0006 | -0.006 | ||||
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 14, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs