Volatility Strike Skew — XLF
Data as of
Volume-weighted call and put implied volatility per strike for the chosen expiration, with option volume bars.
DATA IS DELAYED — showing Oct 19, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 19, 2026, XLF options across all expirations averaged 17.3% implied volatility for calls and 19.0% for puts (volume-weighted): puts trade 1.6 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 174,695 | 17.3% | 19.0% |
| 40.00 | 15,350 | 117.2% | 27.2% |
| 41.00 | 310 | 111.0% | 32.7% |
| 42.00 | 38 | 82.4% | 40.5% |
| 43.00 | 38 | 75.8% | 25.7% |
| 44.00 | 45 | 96.0% | 27.2% |
| 45.00 | 1,003 | 51.0% | 26.0% |
| 46.00 | 154 | 45.9% | 27.0% |
| 47.00 | 98 | 40.4% | 25.0% |
| 48.00 | 464 | 35.9% | 22.7% |
| 49.00 | 4,532 | 19.2% | 22.0% |
| 50.00 | 7,952 | 23.2% | 19.8% |
| 50.50 | 12 | - | 23.2% |
| 51.00 | 960 | 26.2% | 21.1% |
| 51.50 | 1,073 | 91.7% | 21.2% |
| 52.00 | 27,189 | 25.8% | 19.3% |
| 52.50 | 668 | - | 20.3% |
| 53.00 | 27,564 | 21.9% | 17.5% |
| 53.50 | 1,726 | 26.8% | 17.5% |
| 54.00 | 2,979 | 20.5% | 16.9% |
| 54.50 | 3,916 | 19.9% | 16.3% |
| 55.00 | 12,232 | 17.9% | 15.2% |
| 55.50 | 4,220 | 16.9% | 13.8% |
| 56.00 | 18,885 | 17.3% | 13.9% |
| 56.50 | 2,523 | 16.0% | 11.8% |
| 57.00 | 18,729 | 16.2% | 13.8% |
| 57.50 | 639 | 16.5% | 17.4% |
| 58.00 | 3,722 | 15.3% | 14.0% |
| 58.50 | 147 | 17.8% | 14.1% |
| 59.00 | 436 | 16.5% | 14.6% |
| 59.50 | 14 | 15.5% | 14.1% |
| 60.00 | 12,597 | 16.8% | 28.2% |
| 61.00 | 833 | 16.3% | 14.1% |
| 61.50 | 1 | - | 14.1% |
| 62.00 | 649 | 16.7% | 14.1% |
| 62.50 | 1 | - | 14.1% |
| 63.00 | 265 | 16.7% | 14.1% |
| 64.00 | 363 | 17.0% | - |
| 65.00 | 1,109 | 17.1% | - |
| 66.00 | 243 | 17.2% | 14.1% |
| 67.00 | 146 | 17.1% | 14.1% |
| 68.00 | 288 | 16.6% | - |
| 69.00 | 370 | 16.4% | - |
| 70.00 | 212 | 17.6% | 14.1% |