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 ±3.4% (53.29–57.06) · ATM IV 16.0% · P/C open interest 1.48
| 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 | |
| 24.15 | 26.75 | 127.2% | 1.00 | 0.0001 | 0.000 | 30 | 0 | 2.13 | 190.8% | -0.00 | 0.0001 | -0.000 | ||||
| 19.15 | 21.70 | 94.1% | 1.00 | 0.0005 | 0.000 | 35 | 0 | 2.13 | 151.6% | -0.00 | 0.0005 | -0.001 | ||||
| 14.20 | 16.80 | 75.1% | 1.00 | 0.0015 | 0.000 | 40 | 0 | 2.13 | 1 | 117.0% | -0.00 | 0.0015 | -0.001 | |||
| 9.20 | 11.80 | 50.9% | 0.99 | 0.0061 | -0.002 | 45 | 0 | 0.0900 | 258 | 39.7% | -0.01 | 0.0061 | -0.003 | |||
| 8.45 | 10.65 | 49.2% | 0.98 | 0.0082 | -0.002 | 46 | 0 | 2.00 | 12 | 77.3% | -0.02 | 0.0083 | -0.004 | |||
| 7.70 | 9.65 | 50.1% | 0.98 | 0.0112 | -0.003 | 47 | 0 | 0.0500 | 15 | 9 | 29.6% | -0.02 | 0.0113 | -0.004 | ||
| 6.75 | 8.60 | 45.1% | 0.97 | 0.0156 | -0.004 | 48 | 0.0400 | 0.0600 | 1 | 1,109 | 29.4% | -0.03 | 0.0157 | -0.005 | ||
| 5.75 | 8.10 | 30.6% | 0.97 | 0.0184 | -0.005 | 48.5 | 0 | 2.08 | 210 | 63.3% | -0.03 | 0.0185 | -0.006 | |||
| 5.75 | 7.60 | 40.2% | 0.96 | 0.0218 | -0.005 | 49 | 0 | 2.09 | 7 | 60.4% | -0.04 | 0.0220 | -0.006 | |||
| 5.25 | 7.15 | 38.6% | 0.95 | 0.0260 | -0.006 | 49.5 | 0 | 1.95 | 135 | 55.7% | -0.05 | 0.0262 | -0.007 | |||
| 4.95 | 5.95 | 10 | 26.0% | 0.94 | 0.0311 | -0.007 | 50 | 0.0700 | 0.1100 | 429 | 1,031 | 25.0% | -0.06 | 0.0314 | -0.008 | |
| 4.65 | 5.45 | 28.3% | 0.93 | 0.0374 | -0.008 | 50.5 | 0.0900 | 0.1100 | 12 | 691 | 23.6% | -0.07 | 0.0378 | -0.009 | ||
| 4.30 | 4.95 | 28.6% | 0.92 | 0.0451 | -0.009 | 51 | 0.1100 | 0.1300 | 77 | 246 | 22.6% | -0.08 | 0.0456 | -0.010 | ||
| 2.96 | 5.20 | 24.7% | 0.90 | 0.0546 | -0.010 | 51.5 | 0.1100 | 0.1600 | 634 | 194 | 21.2% | -0.10 | 0.0553 | -0.011 | ||
| 3.20 | 3.90 | 18 | 19 | 21.4% | 0.88 | 0.0663 | -0.011 | 52 | 0.1700 | 0.2100 | 313 | 174 | 21.0% | -0.12 | 0.0675 | -0.012 |
| 2.41 | 4.25 | 4 | 26.5% | 0.85 | 0.0804 | -0.012 | 52.5 | 0.2000 | 0.2300 | 147 | 245 | 19.5% | -0.15 | 0.0818 | -0.013 | |
| 2.51 | 2.91 | 2 | 54 | 20.8% | 0.82 | 0.0972 | -0.014 | 53 | 0.2600 | 0.2900 | 53 | 624 | 18.7% | -0.18 | 0.0990 | -0.014 |
| 2.00 | 2.60 | 6 | 20.1% | 0.77 | 0.1160 | -0.015 | 53.5 | 0.3200 | 0.3700 | 1 | 531 | 17.7% | -0.23 | 0.1185 | -0.016 | |
| 1.74 | 1.99 | 2 | 592 | 18.4% | 0.72 | 0.1358 | -0.017 | 54 | 0.4300 | 0.4900 | 28 | 182 | 17.3% | -0.29 | 0.1392 | -0.017 |
| 1.37 | 1.60 | 460 | 17.4% | 0.65 | 0.1544 | -0.018 | 54.5 | 0.5700 | 0.6300 | 52 | 332 | 16.7% | -0.36 | 0.1590 | -0.018 | |
| 1.03 | 1.13 | 29 | 295 | 15.4% | 0.57 | 0.1690 | -0.018 | 55 | 0.7600 | 0.8500 | 971 | 16.7% | -0.44 | 0.1752 | -0.019 | |
| 0.7900 | 0.8500 | 30 | 1,162 | 15.3% | 0.48 | 0.1762 | -0.018 | 55.5 | 0.9700 | 1.09 | 7 | 54 | 16.2% | -0.53 | 0.1843 | -0.019 |
| 0.5800 | 0.6200 | 9 | 398 | 15.2% | 0.40 | 0.1734 | -0.017 | 56 | 1.25 | 1.42 | 1 | 19 | 16.4% | -0.62 | 0.1837 | -0.018 |
| 0.4100 | 0.4500 | 21 | 300 | 15.1% | 0.31 | 0.1607 | -0.015 | 56.5 | 1.59 | 1.72 | 16.2% | -0.71 | 0.1730 | -0.016 | ||
| 0.2800 | 0.3200 | 19 | 257 | 15.1% | 0.24 | 0.1408 | -0.013 | 57 | 1.59 | 2.16 | 2 | 1 | 11.9% | -0.79 | 0.1552 | -0.015 |
| 0.1900 | 0.2200 | 71 | 148 | 15.2% | 0.18 | 0.1177 | -0.011 | 57.5 | 1.83 | 2.74 | -0.86 | 0.1335 | -0.013 | |||
| 0.1300 | 0.1500 | 23 | 115 | 15.4% | 0.13 | 0.0946 | -0.009 | 58 | 2.34 | 2.96 | 4 | 2 | -0.92 | 0.1140 | -0.011 | |
| 0.0800 | 0.1100 | 90 | 111 | 15.6% | 0.09 | 0.0736 | -0.007 | 58.5 | 2.50 | 4.10 | -0.96 | 0.0884 | -0.009 | |||
| 0 | 0.0800 | 184 | 14.4% | 0.07 | 0.0555 | -0.006 | 59 | 3.75 | 4.85 | 32.2% | -0.99 | 0.0448 | -0.008 | |||
| 0.0400 | 0.0500 | 4 | 310 | 16.2% | 0.05 | 0.0412 | -0.004 | 59.5 | 3.65 | 5.60 | 30.1% | -1.00 | 0.0109 | -0.008 | ||
| 0 | 1.80 | 180 | 42.9% | 0.03 | 0.0304 | -0.003 | 60 | 4.15 | 6.10 | 32.2% | -1.00 | 0.0000 | -0.008 | |||
| 0.0100 | 0.0200 | 4 | 108 | 17.3% | 0.02 | 0.0162 | -0.002 | 61 | 4.50 | 7.10 | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.0200 | 36 | 18.7% | 0.01 | 0.0092 | -0.001 | 62 | 5.50 | 8.10 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.9800 | 6 | 45.3% | 0.01 | 0.0056 | -0.001 | 63 | 6.60 | 9.30 | 37.1% | -1.00 | 0.0000 | -0.008 | |||
| 0 | 1.40 | 54.8% | 0.00 | 0.0036 | -0.001 | 64 | 7.50 | 10.30 | 37.7% | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 1.46 | 59.3% | 0.00 | 0.0025 | -0.000 | 65 | 8.30 | 11.30 | -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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs