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 ±4.2% (52.83–57.52) · ATM IV 16.0% · P/C open interest 1.02
| 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 | |
| 24.20 | 26.80 | 102.9% | 1.00 | 0.0007 | 0.000 | 30 | 0 | 2.13 | 153.6% | -0.00 | 0.0007 | -0.001 | ||||
| 19.20 | 21.85 | 80.0% | 0.99 | 0.0015 | 0.000 | 35 | 0 | 2.13 | 122.1% | -0.01 | 0.0015 | -0.002 | ||||
| 14.25 | 16.70 | 1 | 53.9% | 0.99 | 0.0035 | -0.001 | 40 | 0 | 1.84 | 90.0% | -0.01 | 0.0035 | -0.003 | |||
| 9.30 | 11.70 | 36.9% | 0.98 | 0.0094 | -0.003 | 45 | 0 | 1.15 | 3 | 56.0% | -0.02 | 0.0094 | -0.004 | |||
| 8.80 | 10.70 | 44.6% | 0.97 | 0.0118 | -0.004 | 46 | 0 | 2.08 | 1 | 63.3% | -0.03 | 0.0119 | -0.005 | |||
| 7.35 | 9.70 | 31.3% | 0.96 | 0.0150 | -0.004 | 47 | 0 | 1.15 | 1 | 47.4% | -0.04 | 0.0152 | -0.005 | |||
| 6.35 | 8.75 | 29.0% | 0.96 | 0.0195 | -0.005 | 48 | 0 | 0.1000 | 1 | 23.9% | -0.04 | 0.0197 | -0.006 | |||
| 6.35 | 8.25 | 35.9% | 0.95 | 0.0224 | -0.005 | 48.5 | 0 | 0.9500 | 1 | 38.4% | -0.05 | 0.0226 | -0.006 | |||
| 5.85 | 7.75 | 33.9% | 0.94 | 0.0258 | -0.006 | 49 | 0 | 2.13 | 2 | 49.3% | -0.06 | 0.0260 | -0.006 | |||
| 5.35 | 7.25 | 31.8% | 0.94 | 0.0298 | -0.006 | 49.5 | 0 | 2.15 | 3 | 47.0% | -0.07 | 0.0302 | -0.007 | |||
| 5.35 | 5.80 | 22.9% | 0.93 | 0.0347 | -0.007 | 50 | 0.1300 | 0.1500 | 2 | 181 | 22.5% | -0.08 | 0.0352 | -0.007 | ||
| 4.00 | 6.15 | 21.1% | 0.91 | 0.0406 | -0.007 | 50.5 | 0 | 2.20 | 6 | 42.5% | -0.09 | 0.0411 | -0.008 | |||
| 4.50 | 5.25 | 27.4% | 0.90 | 0.0476 | -0.008 | 51 | 0.1600 | 0.2000 | 1 | 252 | 20.5% | -0.10 | 0.0484 | -0.008 | ||
| 4.00 | 4.75 | 25.2% | 0.88 | 0.0561 | -0.009 | 51.5 | 0.2000 | 0.2400 | 9 | 16 | 19.8% | -0.12 | 0.0570 | -0.009 | ||
| 2.70 | 4.50 | 3 | 16.5% | 0.86 | 0.0660 | -0.009 | 52 | 0.2400 | 0.2800 | 7 | 19.0% | -0.15 | 0.0673 | -0.010 | ||
| 2.85 | 4.00 | 21.8% | 0.83 | 0.0775 | -0.010 | 52.5 | 0.2800 | 0.3300 | 24 | 20 | 18.0% | -0.18 | 0.0793 | -0.011 | ||
| 2.62 | 3.05 | 2 | 9 | 17.8% | 0.79 | 0.0902 | -0.011 | 53 | 0.3800 | 0.4000 | 666 | 12 | 17.6% | -0.21 | 0.0926 | -0.012 |
| 2.10 | 3.15 | 20.5% | 0.75 | 0.1037 | -0.012 | 53.5 | 0.4600 | 0.5000 | 5 | 1 | 17.0% | -0.26 | 0.1069 | -0.013 | ||
| 1.97 | 2.13 | 2 | 7 | 16.8% | 0.70 | 0.1170 | -0.013 | 54 | 0.5500 | 0.6200 | 222 | 146 | 16.2% | -0.31 | 0.1212 | -0.014 |
| 1.63 | 1.78 | 3 | 16.4% | 0.64 | 0.1290 | -0.014 | 54.5 | 0.7400 | 0.8000 | 31 | 9 | 16.3% | -0.37 | 0.1343 | -0.014 | |
| 1.31 | 1.47 | 334 | 16.1% | 0.57 | 0.1384 | -0.014 | 55 | 0.9200 | 0.9900 | 213 | 52 | 15.9% | -0.44 | 0.1452 | -0.015 | |
| 1.04 | 1.12 | 5 | 11 | 15.3% | 0.50 | 0.1436 | -0.014 | 55.5 | 1.10 | 1.28 | 11 | 15.8% | -0.51 | 0.1522 | -0.015 | |
| 0.8100 | 0.8800 | 50 | 255 | 15.2% | 0.43 | 0.1436 | -0.014 | 56 | 1.38 | 1.57 | 3 | 15.8% | -0.59 | 0.1544 | -0.015 | |
| 0.6200 | 0.6800 | 10 | 15.0% | 0.36 | 0.1381 | -0.013 | 56.5 | 1.72 | 1.85 | 15.6% | -0.67 | 0.1511 | -0.014 | |||
| 0.4700 | 0.5000 | 6 | 16 | 14.9% | 0.30 | 0.1278 | -0.012 | 57 | 2.05 | 2.21 | 15.4% | -0.74 | 0.1430 | -0.013 | ||
| 0.3500 | 0.3900 | 1 | 14 | 15.0% | 0.24 | 0.1144 | -0.011 | 57.5 | 2.07 | 2.94 | 15.2% | -0.81 | 0.1318 | -0.012 | ||
| 0.2500 | 0.2900 | 89 | 21 | 15.0% | 0.19 | 0.0992 | -0.009 | 58 | 2.47 | 3.35 | 14.7% | -0.87 | 0.1188 | -0.011 | ||
| 0.1700 | 0.2200 | 2 | 15.0% | 0.15 | 0.0838 | -0.008 | 58.5 | 3.20 | 4.25 | 23.3% | -0.92 | 0.1068 | -0.009 | |||
| 0.1300 | 0.1700 | 20 | 3 | 15.4% | 0.11 | 0.0690 | -0.006 | 59 | 3.70 | 4.20 | 19.2% | -0.96 | 0.0884 | -0.009 | ||
| 0 | 0.9500 | 24.4% | 0.09 | 0.0562 | -0.005 | 59.5 | 3.00 | 5.50 | -0.99 | 0.0476 | -0.006 | |||||
| 0 | 0.9500 | 24 | 26.2% | 0.07 | 0.0450 | -0.004 | 60 | 3.45 | 6.10 | -1.00 | 0.0102 | -0.005 | ||||
| 0 | 2.07 | 1 | 40.1% | 0.04 | 0.0292 | -0.003 | 61 | 4.80 | 7.10 | 25.4% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 1.15 | 34.8% | 0.03 | 0.0200 | -0.002 | 62 | 5.45 | 8.10 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 1.15 | 37.9% | 0.02 | 0.0148 | -0.002 | 63 | 6.45 | 9.10 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 1.20 | 41.5% | 0.02 | 0.0114 | -0.002 | 64 | 7.45 | 10.10 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 1.15 | 43.8% | 0.01 | 0.0091 | -0.002 | 65 | 8.45 | 11.10 | -1.00 | 0.0000 | -0.005 | |||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs