Strike Pegger — XLF

Data as of

Max Pain© analysis: the peg is the strike where call and put writers' aggregate liability is minimized; the target price (bias) is where call and put liability converge.

Last
57.99
Change
+0.83
Open
57.73
Previous
57.16
High
58.26
Low
57.26
Bid
-
Ask
-
Volume
36,175,353
Trades
-
Dividend
0.10
Yield
1.66%
Ex-Div
Sep 15, 2017
Split Date
-
Impl Vol
17.5%
Hist Vol
15.0%
Opt Volume
290,430
Open Int
6,260,641

IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder

Open Interest by Strike

Strike Peg is 57.50, Bias: 56.71 (expiration Nov 11, 2026) — 0.8% below the last price of 57.99; open interest 6.20K calls / 13.44K puts (put/call 2.17).

By Expiration

Max Pain© is a registered trademark. The peg is computed from open interest in the day's option snapshot.