XLF option chain State Street Financial Select Sector SPDR ETF
Cboe delayed options data · as of 18:39 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 ±2.8% (56.83–60.10) · ATM IV 13.8% · P/C open interest 2.58
| 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 | |
| 27.20 | 30.60 | 174.1% | 1.00 | 0.0004 | 0.000 | 30 | 0 | 0.0200 | 99.9% | -0.00 | 0.0005 | -0.002 | ||||
| 22.20 | 25.65 | 140.3% | 1.00 | 0.0007 | 0.000 | 35 | 0 | 0.0200 | 78.2% | -0.00 | 0.0009 | -0.003 | ||||
| 17.25 | 20.65 | 110.5% | 1.00 | 0.0015 | 0.000 | 40 | 0 | 0.0300 | 62.0% | -0.01 | 0.0018 | -0.003 | ||||
| 13.45 | 13.70 | 35 | 53.8% | 0.99 | 0.0033 | 0.000 | 45 | 0.0100 | 0.0400 | 47.2% | -0.01 | 0.0041 | -0.004 | |||
| 12.40 | 12.70 | 44.2% | 0.99 | 0.0040 | 0.000 | 46 | 0.0100 | 0.0400 | 43.7% | -0.01 | 0.0049 | -0.004 | ||||
| 11.40 | 11.70 | 40.2% | 0.99 | 0.0048 | 0.000 | 47 | 0.0100 | 0.0400 | 1 | 40.2% | -0.01 | 0.0059 | -0.004 | |||
| 10.40 | 10.75 | 41.4% | 0.99 | 0.0059 | 0.000 | 48 | 0.0100 | 0.0400 | 36.8% | -0.02 | 0.0072 | -0.004 | ||||
| 9.40 | 9.75 | 37.4% | 0.99 | 0.0073 | 0.000 | 49 | 0.0100 | 0.0500 | 34.3% | -0.02 | 0.0090 | -0.005 | ||||
| 8.40 | 8.75 | 33.5% | 0.98 | 0.0093 | -0.000 | 50 | 0.0100 | 0.0500 | 15 | 30.8% | -0.02 | 0.0113 | -0.005 | |||
| 7.45 | 7.75 | 32.5% | 0.98 | 0.0121 | -0.001 | 51 | 0.0200 | 0.0600 | 4 | 28.7% | -0.03 | 0.0147 | -0.005 | |||
| 6.45 | 6.75 | 3 | 28.5% | 0.97 | 0.0164 | -0.002 | 52 | 0.0200 | 0.0600 | 1 | 25.2% | -0.03 | 0.0196 | -0.006 | ||
| 5.95 | 6.20 | 2 | 24.0% | 0.97 | 0.0194 | -0.003 | 52.5 | 0.0300 | 0.0700 | 2 | 24.4% | -0.04 | 0.0231 | -0.006 | ||
| 5.45 | 5.70 | 3 | 22.2% | 0.97 | 0.0232 | -0.003 | 53 | 0.0400 | 0.0700 | 3 | 23.0% | -0.04 | 0.0275 | -0.007 | ||
| 5.00 | 5.20 | 1 | 22.6% | 0.96 | 0.0282 | -0.004 | 53.5 | 0.0500 | 0.0800 | 21.9% | -0.05 | 0.0331 | -0.007 | |||
| 4.50 | 4.70 | 64 | 20.7% | 0.95 | 0.0347 | -0.005 | 54 | 0.0600 | 0.0800 | 306 | 20.3% | -0.06 | 0.0403 | -0.008 | ||
| 4.00 | 4.20 | 8 | 18.7% | 0.94 | 0.0434 | -0.006 | 54.5 | 0.0800 | 0.1100 | 334 | 19.7% | -0.07 | 0.0497 | -0.009 | ||
| 3.50 | 3.75 | 15 | 18.2% | 0.93 | 0.0550 | -0.007 | 55 | 0.1000 | 0.1400 | 10 | 3,437 | 18.8% | -0.09 | 0.0619 | -0.010 | |
| 3.05 | 3.25 | 3 | 17.3% | 0.91 | 0.0705 | -0.009 | 55.5 | 0.1300 | 0.1700 | 60 | 17.8% | -0.12 | 0.0778 | -0.011 | ||
| 2.60 | 2.76 | 19 | 16.3% | 0.88 | 0.0906 | -0.010 | 56 | 0.1800 | 0.2100 | 470 | 1,042 | 16.9% | -0.15 | 0.0977 | -0.013 | |
| 2.16 | 2.35 | 3 | 16.2% | 0.83 | 0.1154 | -0.013 | 56.5 | 0.2300 | 0.2800 | 34 | 881 | 16.0% | -0.20 | 0.1216 | -0.014 | |
| 1.74 | 1.88 | 12 | 397 | 15.0% | 0.78 | 0.1438 | -0.015 | 57 | 0.3300 | 0.3400 | 19 | 245 | 15.2% | -0.26 | 0.1477 | -0.016 |
| 1.38 | 1.51 | 238 | 15.0% | 0.70 | 0.1725 | -0.017 | 57.5 | 0.4300 | 0.5000 | 25 | 2,326 | 14.7% | -0.33 | 0.1732 | -0.017 | |
| 1.03 | 1.12 | 1 | 1,609 | 14.1% | 0.62 | 0.1966 | -0.018 | 58 | 0.6000 | 0.6700 | 2,800 | 616 | 14.3% | -0.42 | 0.1933 | -0.018 |
| 0.7500 | 0.8200 | 62 | 208 | 13.8% | 0.52 | 0.2098 | -0.018 | 58.5 | 0.8000 | 0.9000 | 111 | 13.8% | -0.52 | 0.2024 | -0.018 | |
| 0.5500 | 0.5800 | 8 | 504 | 13.9% | 0.41 | 0.2054 | -0.018 | 59 | 1.08 | 1.17 | 9 | 481 | 13.6% | -0.62 | 0.1956 | -0.017 |
| 0.3500 | 0.4200 | 84 | 13.8% | 0.32 | 0.1858 | -0.016 | 59.5 | 1.41 | 1.55 | 1 | 2 | 13.9% | -0.71 | 0.1752 | -0.015 | |
| 0.2300 | 0.2800 | 37 | 558 | 13.8% | 0.23 | 0.1577 | -0.014 | 60 | 1.76 | 1.94 | 3 | 13.7% | -0.78 | 0.1479 | -0.013 | |
| 0.1400 | 0.1800 | 11 | 13.7% | 0.17 | 0.1270 | -0.012 | 60.5 | 2.17 | 2.37 | 3 | 13.9% | -0.85 | 0.1186 | -0.010 | ||
| 0.0900 | 0.1200 | 13 | 14.0% | 0.12 | 0.0979 | -0.009 | 61 | 2.61 | 2.82 | 1 | 14.0% | -0.89 | 0.0912 | -0.007 | ||
| 0.0600 | 0.0900 | 14.6% | 0.08 | 0.0734 | -0.007 | 61.5 | 3.10 | 3.30 | 2 | 15.3% | -0.92 | 0.0683 | -0.005 | |||
| 0.0400 | 0.0800 | 103 | 15.6% | 0.06 | 0.0549 | -0.006 | 62 | 3.55 | 3.75 | 40 | 175 | 14.0% | -0.95 | 0.0510 | -0.004 | |
| 0.0200 | 0.0600 | 1 | 15.9% | 0.04 | 0.0418 | -0.005 | 62.5 | 4.00 | 4.30 | 1 | 15.6% | -0.96 | 0.0388 | -0.003 | ||
| 0.0100 | 0.0600 | 1 | 17.0% | 0.04 | 0.0329 | -0.004 | 63 | 4.50 | 4.80 | 1 | 17.2% | -0.97 | 0.0306 | -0.002 | ||
| 0.0100 | 0.0500 | 17.9% | 0.03 | 0.0268 | -0.004 | 63.5 | 5.00 | 5.30 | 18.7% | -0.97 | 0.0250 | -0.001 | ||||
| 0.0100 | 0.0500 | 20 | 19.3% | 0.03 | 0.0225 | -0.004 | 64 | 5.50 | 5.80 | 20.2% | -0.98 | 0.0211 | -0.001 | |||
| 0.0100 | 0.0400 | 21.4% | 0.02 | 0.0168 | -0.003 | 65 | 6.50 | 6.75 | 11 | 19.7% | -0.98 | 0.0158 | -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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs