XLF option chain State Street Financial Select Sector SPDR ETF
Cboe delayed options data · as of 18:06 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 ±3.0% (53.53–56.82) · ATM IV 16.5% · P/C open interest 0.95
| 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 | |
| 24.10 | 26.70 | 147.6% | 1.00 | 0.0001 | 0.000 | 30 | 0 | 2.13 | 224.4% | -0.00 | 0.0001 | -0.000 | ||||
| 18.95 | 21.90 | 116.1% | 1.00 | 0.0002 | 0.000 | 35 | 0 | 2.13 | 178.2% | -0.00 | 0.0002 | -0.000 | ||||
| 14.15 | 16.70 | 85.3% | 1.00 | 0.0006 | 0.000 | 40 | 0 | 2.13 | 10 | 137.4% | -0.00 | 0.0006 | -0.001 | |||
| 8.95 | 11.95 | 59.7% | 1.00 | 0.0028 | 0.000 | 45 | 0 | 0.9500 | 18 | 76.9% | -0.00 | 0.0028 | -0.001 | |||
| 8.20 | 10.75 | 56.1% | 0.99 | 0.0040 | -0.000 | 46 | 0 | 0.9500 | 13 | 70.7% | -0.01 | 0.0041 | -0.002 | |||
| 7.20 | 9.80 | 1 | 52.2% | 0.99 | 0.0061 | -0.001 | 47 | 0 | 0.9500 | 258 | 64.6% | -0.01 | 0.0062 | -0.002 | ||
| 6.65 | 8.55 | 26 | 51.8% | 0.99 | 0.0095 | -0.002 | 48 | 0 | 0.9500 | 591 | 58.6% | -0.01 | 0.0096 | -0.003 | ||
| 5.85 | 7.55 | 2 | 50.1% | 0.98 | 0.0152 | -0.004 | 49 | 0.0300 | 0.0500 | 26 | 354 | 29.0% | -0.02 | 0.0153 | -0.004 | |
| 5.20 | 7.05 | 1 | 44.2% | 0.97 | 0.0193 | -0.004 | 49.5 | 0 | 0.9500 | 175 | 49.4% | -0.03 | 0.0195 | -0.005 | ||
| 4.85 | 6.60 | 15 | 45.0% | 0.97 | 0.0246 | -0.005 | 50 | 0 | 0.4700 | 1,876 | 37.1% | -0.04 | 0.0249 | -0.006 | ||
| 4.35 | 5.55 | 1 | 30.9% | 0.96 | 0.0314 | -0.007 | 50.5 | 0 | 0.9500 | 269 | 43.3% | -0.05 | 0.0317 | -0.007 | ||
| 4.10 | 4.90 | 17 | 30.6% | 0.94 | 0.0400 | -0.008 | 51 | 0.0700 | 0.0900 | 97 | 861 | 23.9% | -0.06 | 0.0404 | -0.009 | |
| 3.40 | 4.60 | 72 | 27.8% | 0.93 | 0.0508 | -0.010 | 51.5 | 0.0800 | 0.1100 | 346 | 611 | 22.6% | -0.08 | 0.0514 | -0.011 | |
| 3.10 | 4.05 | 24 | 27.8% | 0.90 | 0.0643 | -0.012 | 52 | 0.1000 | 0.1300 | 179 | 441 | 21.2% | -0.10 | 0.0651 | -0.012 | |
| 2.55 | 3.25 | 10 | 18.2% | 0.88 | 0.0808 | -0.014 | 52.5 | 0.1300 | 0.1700 | 3 | 198 | 20.2% | -0.13 | 0.0820 | -0.014 | |
| 2.39 | 2.70 | 2 | 431 | 20.9% | 0.84 | 0.1009 | -0.016 | 53 | 0.1900 | 0.2200 | 70 | 365 | 19.5% | -0.16 | 0.1025 | -0.016 |
| 1.68 | 2.77 | 449 | 22.8% | 0.79 | 0.1243 | -0.018 | 53.5 | 0.2600 | 0.2900 | 93 | 2,302 | 18.6% | -0.21 | 0.1265 | -0.018 | |
| 1.61 | 1.70 | 2 | 686 | 17.5% | 0.73 | 0.1500 | -0.020 | 54 | 0.3500 | 0.3800 | 55 | 937 | 17.7% | -0.27 | 0.1531 | -0.020 |
| 1.23 | 1.35 | 5 | 673 | 17.0% | 0.66 | 0.1755 | -0.021 | 54.5 | 0.4700 | 0.5200 | 501 | 346 | 17.0% | -0.35 | 0.1798 | -0.022 |
| 0.9000 | 1.03 | 12 | 835 | 16.4% | 0.57 | 0.1957 | -0.022 | 55 | 0.6500 | 0.7100 | 106 | 1,050 | 16.6% | -0.44 | 0.2016 | -0.022 |
| 0.6600 | 0.7000 | 8 | 1,964 | 15.7% | 0.47 | 0.2042 | -0.021 | 55.5 | 0.8600 | 0.9600 | 58 | 768 | 16.1% | -0.55 | 0.2118 | -0.022 |
| 0.4500 | 0.5000 | 3 | 731 | 15.7% | 0.37 | 0.1962 | -0.020 | 56 | 1.17 | 1.29 | 4 | 16.4% | -0.65 | 0.2052 | -0.021 | |
| 0.3000 | 0.3400 | 5 | 717 | 15.6% | 0.28 | 0.1739 | -0.018 | 56.5 | 1.51 | 1.61 | 54 | 15.9% | -0.75 | 0.1848 | -0.018 | |
| 0.1900 | 0.2300 | 5 | 1,538 | 15.7% | 0.20 | 0.1445 | -0.015 | 57 | 1.36 | 2.49 | 20 | 14.9% | -0.83 | 0.1571 | -0.016 | |
| 0.1200 | 0.1600 | 2 | 530 | 16.0% | 0.14 | 0.1141 | -0.012 | 57.5 | 1.87 | 2.54 | -0.89 | 0.1285 | -0.013 | |||
| 0.0800 | 0.1000 | 10 | 1,248 | 16.2% | 0.10 | 0.0864 | -0.009 | 58 | 2.32 | 2.96 | 15 | -0.94 | 0.1024 | -0.011 | ||
| 0 | 0.9500 | 235 | 31.4% | 0.07 | 0.0632 | -0.007 | 58.5 | 2.65 | 3.85 | -0.98 | 0.0657 | -0.009 | ||||
| 0 | 0.9500 | 1,591 | 34.1% | 0.04 | 0.0449 | -0.005 | 59 | 3.15 | 5.30 | 34.8% | -0.99 | 0.0244 | -0.008 | |||
| 0 | 0.9500 | 156 | 36.7% | 0.03 | 0.0312 | -0.004 | 59.5 | 3.45 | 5.60 | 30.8% | -1.00 | 0.0036 | -0.008 | |||
| 0.0100 | 0.0300 | 91 | 87 | 18.3% | 0.02 | 0.0213 | -0.003 | 60 | 4.15 | 6.30 | 39.9% | -1.00 | 0.0000 | -0.008 | ||
| 0 | 0.9500 | 6 | 41.6% | 0.01 | 0.0144 | -0.002 | 60.5 | 4.00 | 6.60 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.9500 | 18 | 44.0% | 0.01 | 0.0099 | -0.001 | 61 | 4.50 | 7.30 | 31.2% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.7500 | 43.0% | 0.01 | 0.0069 | -0.001 | 61.5 | 5.00 | 7.60 | -1.00 | 0.0000 | -0.008 | |||||
| 0 | 0.9500 | 5 | 48.6% | 0.00 | 0.0049 | -0.001 | 62 | 5.30 | 8.70 | 40.6% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.9500 | 53.0% | 0.00 | 0.0028 | -0.000 | 63 | 6.50 | 9.50 | 44.6% | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.9500 | 14 | 57.2% | 0.00 | 0.0018 | -0.000 | 64 | 7.50 | 10.30 | 42.2% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.9500 | 11 | 61.3% | 0.00 | 0.0012 | -0.000 | 65 | 8.50 | 11.30 | 45.6% | -1.00 | 0.0000 | -0.008 | |||
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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs