ETF ETFs - Sector Reference Data Updated 2026-04-29

XLI Options

Industrial Select Sector SPDR Options Chain, Implied Volatility & Greeks

XLI options trade with implied volatility typically in the 12% - 32% range, averaging N/A in daily volume with excellent liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 29.3 /100
IV 19.9%
Simulated data for display · open live XLI on the platform →

An IV rank near 29.3 (the value shown here is illustrative) would mean implied volatility is in roughly the 29.3th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live XLI IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 12.82%32.77%

Chart shows simulated data for display purposes. View the real XLI IV history on the live platform →

Comprehensive options market data for Industrial Select Sector SPDR (XLI).

XLI Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 12% - 32%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Excellent
IV Range
12% - 32%
Weeklies
Yes

1 About Industrial Select Sector SPDR (XLI)

Industrial Select Sector SPDR (XLI) is a sector etf company listed on NYSE.

Company Profile

Sector ETF
Industry Sector ETF
Market Cap See live data
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Industrial Select Sector SPDR is a Sector ETF) company in the ETF sector.

2 XLI Options Market Overview

XLI options provide trading opportunities for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Excellent

XLI options provide trading opportunities across multiple expirations.

3 XLI Volatility Profile

XLI implied volatility patterns reflect the sector etf sector dynamics.

Low IV Environment
12% - 17%
Below average volatility
Typical IV Range
17% - 27%
Normal conditions
Elevated IV
27% - 32%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

Historical Volatility vs IV

XLI IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View XLI Volatility Lab

XLI Gamma Exposure (GEX)

Gamma Exposure analysis for XLI reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: XLI tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live XLI GEX

4 Common XLI Options Strategies

These are strategies commonly used by traders on XLI options, based on typical market characteristics. This is not investment advice.

Popular for XLI shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on XLI.

Range-bound strategy for XLI between events.

Key Considerations for XLI Options

  • Monitor XLI earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • XLI options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: XLI Options

What is XLI's typical implied volatility?

XLI implied volatility typically ranges from 12% - 32%. IV patterns are influenced by earnings, sector events, and market conditions.

Does XLI have weekly options?

Yes, XLI offers weekly options expirations.

What is XLI's options trading profile?

XLI (Industrial Select Sector SPDR) options trade with excellent liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 12% - 32% range. The position sits in the ETF category for portfolio diversification and options strategy design.

How does XLI implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on XLI?

Popular strategies on XLI options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 12% - 32% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

XLI Key Events

Earnings Months
January April July October

Related Tickers

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Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-04-29. How we research →

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