XLF option chain State Street Financial Select Sector SPDR ETF
Cboe delayed options data · as of 06:44 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 ±5.8% (51.84–58.27) · ATM IV 36.3% · P/C open interest —
| 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 | |
| 11.70 | 16.65 | 76.7% | 0.99 | 0.0032 | -0.003 | 41 | 0 | 4.90 | 202.0% | -0.01 | 0.0032 | -0.005 | ||||
| 10.70 | 15.65 | 71.0% | 0.99 | 0.0038 | -0.003 | 42 | 0 | 4.90 | 191.5% | -0.01 | 0.0038 | -0.005 | ||||
| 9.75 | 14.70 | 72.5% | 0.99 | 0.0046 | -0.004 | 43 | 0 | 4.90 | 181.2% | -0.01 | 0.0046 | -0.005 | ||||
| 8.70 | 13.65 | 59.8% | 0.99 | 0.0056 | -0.004 | 44 | 0 | 4.90 | 171.0% | -0.01 | 0.0056 | -0.006 | ||||
| 7.75 | 12.70 | 60.9% | 0.99 | 0.0070 | -0.005 | 45 | 0 | 4.90 | 160.9% | -0.01 | 0.0070 | -0.006 | ||||
| 6.75 | 11.70 | 55.2% | 0.98 | 0.0088 | -0.005 | 46 | 0 | 4.90 | 150.9% | -0.02 | 0.0088 | -0.007 | ||||
| 5.75 | 10.70 | 49.6% | 0.98 | 0.0112 | -0.006 | 47 | 0 | 4.90 | 141.0% | -0.02 | 0.0112 | -0.007 | ||||
| 4.75 | 9.70 | 44.1% | 0.97 | 0.0147 | -0.007 | 48 | 0 | 4.90 | 131.1% | -0.02 | 0.0147 | -0.008 | ||||
| 3.80 | 8.75 | 42.3% | 0.97 | 0.0197 | -0.007 | 49 | 0 | 4.90 | 121.2% | -0.03 | 0.0198 | -0.008 | ||||
| 2.80 | 7.75 | 36.5% | 0.96 | 0.0277 | -0.009 | 50 | 0 | 4.90 | 111.3% | -0.04 | 0.0277 | -0.009 | ||||
| 1.85 | 6.80 | 33.3% | 0.94 | 0.0414 | -0.010 | 51 | 0 | 4.90 | 101.3% | -0.06 | 0.0415 | -0.011 | ||||
| 0.9500 | 5.90 | 31.2% | 0.91 | 0.0663 | -0.013 | 52 | 0 | 4.90 | 91.2% | -0.09 | 0.0666 | -0.014 | ||||
| 0 | 5.00 | 26.9% | 0.85 | 0.1092 | -0.018 | 53 | 0 | 5.00 | 80.7% | -0.15 | 0.1100 | -0.018 | ||||
| 0 | 5.00 | 42.9% | 0.73 | 0.1704 | -0.023 | 54 | 0 | 2.73 | 42.8% | -0.28 | 0.1726 | -0.023 | ||||
| 0 | 5.00 | 55.4% | 0.54 | 0.2185 | -0.026 | 55 | 0 | 1.43 | 17.3% | -0.47 | 0.2232 | -0.026 | ||||
| 0 | 2.94 | 1 | 41.9% | 0.32 | 0.2028 | -0.022 | 56 | 0 | 2.27 | 1 | 14.0% | -0.69 | 0.2105 | -0.023 | ||
| 0 | 5.00 | 75.3% | 0.16 | 0.1345 | -0.015 | 57 | 0 | 5.00 | 29.7% | -0.86 | 0.1452 | -0.016 | ||||
| 0 | 4.90 | 1 | 83.9% | 0.08 | 0.0750 | -0.010 | 58 | 0.1000 | 5.00 | 1 | -0.95 | 0.0875 | -0.011 | |||
| 0 | 4.90 | 91.9% | 0.04 | 0.0406 | -0.006 | 59 | 1.50 | 6.45 | 22.5% | -0.99 | 0.0379 | -0.007 | ||||
| 0 | 4.90 | 99.4% | 0.02 | 0.0228 | -0.004 | 60 | 2.45 | 7.40 | -1.00 | 0.0059 | -0.007 | |||||
| 0 | 4.90 | 106.5% | 0.01 | 0.0137 | -0.003 | 61 | 3.40 | 8.40 | -1.00 | 0.0000 | -0.007 | |||||
| 0 | 4.90 | 113.3% | 0.01 | 0.0088 | -0.002 | 62 | 4.40 | 9.40 | -1.00 | 0.0000 | -0.007 | |||||
| 0 | 4.90 | 119.8% | 0.01 | 0.0060 | -0.002 | 63 | 5.45 | 10.45 | -1.00 | 0.0000 | -0.007 | |||||
| 0 | 4.90 | 126.0% | 0.00 | 0.0043 | -0.001 | 64 | 6.45 | 11.45 | -1.00 | 0.0000 | -0.007 | |||||
| 0 | 4.90 | 131.9% | 0.00 | 0.0033 | -0.001 | 65 | 7.50 | 12.45 | 45.3% | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 4.90 | 137.7% | 0.00 | 0.0026 | -0.001 | 66 | 8.50 | 13.45 | 48.7% | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 4.90 | 143.2% | 0.00 | 0.0021 | -0.001 | 67 | 9.45 | 14.45 | -1.00 | 0.0000 | -0.007 | |||||
| 0 | 4.90 | 148.6% | 0.00 | 0.0017 | -0.001 | 68 | 10.45 | 15.45 | -1.00 | 0.0000 | -0.007 | |||||
| 0 | 4.90 | 153.8% | 0.00 | 0.0015 | -0.001 | 69 | 11.45 | 16.45 | -1.00 | 0.0000 | -0.007 | |||||
| 0 | 4.90 | 158.9% | 0.00 | 0.0013 | -0.001 | 70 | 12.45 | 17.45 | -1.00 | 0.0000 | -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 — Nov 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs