XLF option chain State Street Financial Select Sector SPDR ETF
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 ±4.8% (53.22–58.60) · ATM IV 29.5% · 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 | |
| 13.40 | 16.80 | 86.1% | 0.95 | 0.0090 | -0.033 | 41 | 0 | 2.13 | 145.1% | -0.05 | 0.0090 | -0.035 | ||||
| 12.40 | 15.80 | 80.2% | 0.95 | 0.0103 | -0.035 | 42 | 0 | 2.13 | 136.9% | -0.05 | 0.0103 | -0.037 | ||||
| 11.40 | 14.80 | 74.5% | 0.94 | 0.0119 | -0.037 | 43 | 0 | 2.13 | 128.8% | -0.06 | 0.0119 | -0.039 | ||||
| 10.40 | 13.80 | 68.8% | 0.93 | 0.0137 | -0.039 | 44 | 0 | 2.13 | 120.9% | -0.07 | 0.0137 | -0.040 | ||||
| 9.40 | 12.80 | 63.2% | 0.92 | 0.0159 | -0.040 | 45 | 0 | 2.13 | 113.0% | -0.08 | 0.0159 | -0.042 | ||||
| 8.40 | 11.80 | 57.8% | 0.91 | 0.0185 | -0.042 | 46 | 0 | 2.13 | 105.3% | -0.09 | 0.0185 | -0.043 | ||||
| 7.40 | 10.80 | 52.4% | 0.90 | 0.0216 | -0.044 | 47 | 0 | 2.14 | 97.7% | -0.10 | 0.0217 | -0.045 | ||||
| 6.40 | 9.85 | 49.1% | 0.89 | 0.0255 | -0.046 | 48 | 0 | 2.14 | 90.0% | -0.11 | 0.0255 | -0.047 | ||||
| 5.40 | 8.85 | 43.6% | 0.87 | 0.0302 | -0.048 | 49 | 0 | 2.15 | 82.5% | -0.13 | 0.0303 | -0.049 | ||||
| 4.45 | 7.85 | 39.8% | 0.85 | 0.0360 | -0.050 | 50 | 0 | 2.16 | 74.9% | -0.15 | 0.0361 | -0.051 | ||||
| 3.45 | 6.85 | 34.3% | 0.82 | 0.0432 | -0.052 | 51 | 0 | 1.34 | 54.6% | -0.18 | 0.0433 | -0.052 | ||||
| 2.50 | 5.55 | 20.1% | 0.78 | 0.0521 | -0.053 | 52 | 0 | 1.10 | 43.7% | -0.22 | 0.0522 | -0.054 | ||||
| 1.56 | 4.85 | 25.4% | 0.74 | 0.0626 | -0.055 | 53 | 0 | 2.24 | 52.1% | -0.26 | 0.0629 | -0.056 | ||||
| 0.6600 | 4.05 | 24.0% | 0.68 | 0.0740 | -0.057 | 54 | 0 | 2.32 | 44.6% | -0.32 | 0.0744 | -0.057 | ||||
| 0 | 3.25 | 23.2% | 0.60 | 0.0840 | -0.058 | 55 | 0 | 2.50 | 37.6% | -0.40 | 0.0847 | -0.059 | ||||
| 0 | 2.54 | 27.8% | 0.52 | 0.0894 | -0.059 | 56 | 0 | 2.85 | 1 | 31.1% | -0.49 | 0.0902 | -0.059 | |||
| 0 | 2.28 | 34.5% | 0.43 | 0.0876 | -0.058 | 57 | 0 | 3.45 | 24.9% | -0.57 | 0.0887 | -0.059 | ||||
| 0 | 2.19 | 41.6% | 0.35 | 0.0799 | -0.057 | 58 | 0.7000 | 4.25 | 25.9% | -0.65 | 0.0810 | -0.057 | ||||
| 0 | 2.15 | 48.4% | 0.29 | 0.0697 | -0.056 | 59 | 1.69 | 5.20 | 31.2% | -0.71 | 0.0707 | -0.056 | ||||
| 0 | 2.14 | 54.9% | 0.25 | 0.0600 | -0.054 | 60 | 2.67 | 6.20 | 36.6% | -0.76 | 0.0609 | -0.055 | ||||
| 0 | 2.13 | 61.0% | 0.21 | 0.0516 | -0.053 | 61 | 3.65 | 7.20 | 41.5% | -0.79 | 0.0525 | -0.053 | ||||
| 0 | 2.13 | 66.9% | 0.18 | 0.0447 | -0.051 | 62 | 4.65 | 8.20 | 46.5% | -0.82 | 0.0455 | -0.051 | ||||
| 0 | 2.13 | 72.5% | 0.16 | 0.0389 | -0.049 | 63 | 5.65 | 9.20 | 51.2% | -0.84 | 0.0397 | -0.049 | ||||
| 0 | 2.13 | 77.8% | 0.14 | 0.0341 | -0.048 | 64 | 6.65 | 10.20 | 55.8% | -0.86 | 0.0348 | -0.048 | ||||
| 0 | 2.13 | 82.9% | 0.13 | 0.0301 | -0.046 | 65 | 7.55 | 11.20 | 58.0% | -0.88 | 0.0308 | -0.046 | ||||
| 0 | 2.13 | 87.9% | 0.11 | 0.0267 | -0.045 | 66 | 8.55 | 12.20 | 62.1% | -0.89 | 0.0274 | -0.045 | ||||
| 0 | 2.13 | 92.6% | 0.10 | 0.0239 | -0.044 | 67 | 9.55 | 13.20 | 66.1% | -0.90 | 0.0246 | -0.043 | ||||
| 0 | 2.13 | 97.2% | 0.10 | 0.0216 | -0.043 | 68 | 10.55 | 14.20 | 70.1% | -0.91 | 0.0222 | -0.042 | ||||
| 0 | 2.13 | 101.7% | 0.09 | 0.0196 | -0.042 | 69 | 11.55 | 15.20 | 73.9% | -0.92 | 0.0202 | -0.042 | ||||
| 0 | 2.13 | 106.0% | 0.08 | 0.0179 | -0.041 | 70 | 12.55 | 16.20 | 77.6% | -0.92 | 0.0185 | -0.041 | ||||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.