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 ±5.9% (51.95–58.41) · ATM IV 16.1% · P/C open interest 0.12
| 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 | |
| 19.30 | 21.70 | 11 | 50.0% | 0.99 | 0.0022 | 0.000 | 35 | 0 | 0.0900 | 80 | 47.0% | -0.01 | 0.0025 | -0.002 | ||
| 14.35 | 16.75 | 16 | 38.1% | 0.98 | 0.0048 | -0.001 | 40 | 0.0200 | 0.1000 | 61 | 36.2% | -0.02 | 0.0053 | -0.003 | ||
| 14.15 | 15.20 | 2 | 42.5% | 0.98 | 0.0057 | -0.001 | 41 | 0.0200 | 0.1400 | 1 | 35.4% | -0.02 | 0.0063 | -0.003 | ||
| 12.40 | 14.80 | 35.5% | 0.98 | 0.0068 | -0.002 | 42 | 0 | 0.1600 | 2 | 33.0% | -0.03 | 0.0075 | -0.003 | |||
| 12.25 | 13.05 | 11 | 35.1% | 0.97 | 0.0082 | -0.002 | 43 | 0.0600 | 0.1100 | 22 | 30.9% | -0.03 | 0.0089 | -0.004 | ||
| 11.30 | 12.05 | 33.3% | 0.97 | 0.0099 | -0.002 | 44 | 0.0500 | 0.2000 | 31 | 30.6% | -0.04 | 0.0108 | -0.004 | |||
| 10.45 | 10.95 | 16 | 31.3% | 0.96 | 0.0122 | -0.003 | 45 | 0.1000 | 0.1400 | 9 | 51 | 27.9% | -0.04 | 0.0131 | -0.004 | |
| 9.40 | 10.20 | 10 | 31.6% | 0.95 | 0.0150 | -0.003 | 46 | 0.0500 | 0.1600 | 14 | 24.8% | -0.05 | 0.0162 | -0.005 | ||
| 8.40 | 9.25 | 99 | 29.3% | 0.94 | 0.0188 | -0.004 | 47 | 0.0800 | 0.1900 | 245 | 23.7% | -0.06 | 0.0201 | -0.005 | ||
| 7.35 | 8.25 | 72 | 25.7% | 0.93 | 0.0237 | -0.004 | 48 | 0.1300 | 0.2900 | 201 | 23.5% | -0.08 | 0.0251 | -0.006 | ||
| 6.45 | 7.35 | 90 | 25.0% | 0.91 | 0.0301 | -0.005 | 49 | 0.2100 | 0.3300 | 126 | 22.4% | -0.10 | 0.0317 | -0.006 | ||
| 5.55 | 6.45 | 117 | 23.8% | 0.89 | 0.0384 | -0.006 | 50 | 0.2700 | 0.3700 | 382 | 20.7% | -0.12 | 0.0402 | -0.007 | ||
| 4.70 | 5.20 | 135 | 19.8% | 0.85 | 0.0490 | -0.007 | 51 | 0.3500 | 0.4700 | 143 | 19.4% | -0.16 | 0.0508 | -0.008 | ||
| 3.95 | 4.10 | 143 | 17.8% | 0.81 | 0.0617 | -0.008 | 52 | 0.4800 | 0.5900 | 55 | 18.2% | -0.21 | 0.0634 | -0.009 | ||
| 3.10 | 3.75 | 9 | 167 | 19.7% | 0.74 | 0.0760 | -0.009 | 53 | 0.6700 | 0.8500 | 37 | 17.8% | -0.27 | 0.0773 | -0.010 | |
| 2.32 | 2.68 | 5 | 250 | 16.6% | 0.67 | 0.0903 | -0.010 | 54 | 0.9600 | 1.05 | 99 | 16.7% | -0.35 | 0.0912 | -0.010 | |
| 1.74 | 1.98 | 16 | 349 | 16.1% | 0.57 | 0.1020 | -0.011 | 55 | 1.25 | 1.49 | 20 | 351 | 16.1% | -0.44 | 0.1025 | -0.011 |
| 1.21 | 1.51 | 50 | 415 | 16.0% | 0.47 | 0.1074 | -0.010 | 56 | 1.76 | 1.95 | 31 | 15.7% | -0.55 | 0.1084 | -0.010 | |
| 0.8200 | 1.01 | 318 | 398 | 15.4% | 0.36 | 0.1033 | -0.009 | 57 | 2.09 | 2.59 | 106 | 14.2% | -0.66 | 0.1076 | -0.010 | |
| 0.5500 | 0.6100 | 139 | 1,330 | 14.9% | 0.27 | 0.0911 | -0.008 | 58 | 3.05 | 3.35 | 215 | 15.8% | -0.76 | 0.1020 | -0.009 | |
| 0.3500 | 0.3800 | 92 | 88 | 14.8% | 0.19 | 0.0750 | -0.007 | 59 | 3.90 | 4.05 | 1 | 15.4% | -0.85 | 0.0953 | -0.008 | |
| 0.1900 | 0.3000 | 23 | 1,847 | 15.2% | 0.13 | 0.0584 | -0.005 | 60 | 4.50 | 5.15 | -0.93 | 0.0862 | -0.008 | |||
| 0.1300 | 0.2700 | 106 | 196 | 16.4% | 0.09 | 0.0439 | -0.004 | 61 | 5.65 | 6.15 | 18.6% | -0.99 | 0.0396 | -0.006 | ||
| 0.0700 | 0.2100 | 2 | 443 | 16.9% | 0.06 | 0.0325 | -0.003 | 62 | 4.95 | 8.75 | 18.9% | -1.00 | 0.0000 | -0.006 | ||
| 0.0300 | 0.1600 | 2 | 686 | 17.3% | 0.05 | 0.0242 | -0.003 | 63 | 7.70 | 8.10 | 22.8% | -1.00 | 0.0000 | -0.006 | ||
| 0.0200 | 0.1500 | 30 | 85 | 18.5% | 0.04 | 0.0185 | -0.002 | 64 | 8.10 | 9.05 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1400 | 3,817 | 19.4% | 0.03 | 0.0147 | -0.002 | 65 | 8.45 | 11.05 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1400 | 179 | 20.9% | 0.02 | 0.0120 | -0.002 | 66 | 9.45 | 12.05 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1400 | 539 | 22.4% | 0.02 | 0.0101 | -0.002 | 67 | 10.45 | 13.00 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1300 | 1,448 | 23.5% | 0.02 | 0.0086 | -0.002 | 68 | 12.30 | 13.10 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1300 | 21 | 24.9% | 0.02 | 0.0075 | -0.002 | 69 | 12.45 | 15.00 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0300 | 3 | 6,438 | 21.5% | 0.01 | 0.0066 | -0.001 | 70 | 13.45 | 16.00 | -1.00 | 0.0000 | -0.006 | |||
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 — Dec 31, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs