XLP Options History — February 2026 In February 2026, XLP traded between $84.58 and $89.81. ATM implied volatility averaged 17.2%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 3.7% (HV 20d: 13.6%). Max pain ranged from $82.50 to $88.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 8.14.
Notable Days 2026-02-05 : Highest Volume — 795,003 contracts2026-02-12 : Largest IV spike — 37.9% change2026-02-12 : Highest IV Rank — 48.1%2026-02-12 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $87.98 $84.58 $89.81 $84.58 $89.81 Max Pain $86.50 $82.50 $88.00 $82.50 $88.00 ATM IV 17.2% 14.3% 21.3% 14.3% 17.0% Expected Move 4.9% 4.0% 5.5% 4.0% 5.0% HV 20d 13.6% 11.8% 15.0% 14.0% 14.3% HV 60d 12.8% 12.5% 13.2% 12.5% 12.7% IV Rank 31.1% 18.8% 48.1% 18.8% 30.0% IV Percentile 90.0% 74.2% 98.0% 74.2% 88.5% Term Structure -0.2% -1.8% 0.6% -1.8% -0.3% VWIV 19.0% 17.3% 21.1% 17.3% 19.7% Skew 25d 3.6% 2.1% 6.1% 3.7% 3.3% Skew 10d 4.7% -1.7% 9.6% 9.1% 2.1% Call IV 25d 15.7% 12.7% 17.0% 12.7% 15.7% Put IV 25d 19.3% 16.4% 22.2% 16.4% 19.0% Bid-Ask Spread % 55.43 40.63 70.67 67.69 49.47 Gamma HHI 0.10 0.09 0.11 0.10 0.09 Net GEX -221.5M -382.4M -62.4M -86.1M -206.4M Net DEX 614.8M -56.0M 1.35B 106.2M 514.9M Net VEX -9.2M -11.8M -3.7M -4.0M -10.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 8.14 1.03 26.47 6.02 8.43 Total Volume 158,972.053 27,720 795,003 34,815 121,577 Total OI 1,657,631.105 723,105 2,067,049 723,105 2,002,838
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2026-02-02 $84.58 $82.50 14.3% 4.0% 14.0% 18.8% 17.3% 3.7% -1.8% -86.1M 106.2M -4.0M 6.02 67.69 4,956 29,859 68,596 654,509 2026-02-03 $85.84 $83.00 16.0% 4.5% 14.2% 25.8% 19.8% 4.0% -0.1% -68.6M -10.3M -3.7M 5.35 70.67 11,774 62,981 70,932 670,712 2026-02-04 $86.91 $83.00 16.5% 4.5% 14.4% 28.0% 17.3% 2.1% -0.2% -62.4M -56.0M -3.8M 14.71 70.22 26,782 394,079 76,339 697,510 2026-02-05 $86.90 $85.00 18.1% 5.0% 13.1% 34.6% 21.1% 3.9% -0.2% -96.0M 251.5M -6.4M 16.86 50.40 44,505 750,498 95,333 828,704 2026-02-06 $87.93 $86.00 16.9% 4.8% 11.8% 29.7% 17.8% 3.4% 0.0% -204.0M 458.1M -8.8M 7.30 40.63 13,394 97,791 129,028 1,498,055 2026-02-09 $87.47 $86.00 16.1% 4.7% 12.3% 26.2% 18.1% 3.6% 0.3% -264.2M 814.2M -9.9M 10.27 51.76 7,418 76,179 132,166 1,563,278 2026-02-10 $87.22 $86.00 16.4% 4.7% 12.4% 27.4% 18.1% 2.8% -0.1% -272.8M 826.6M -9.8M 3.14 51.12 17,021 53,506 134,629 1,580,724 2026-02-11 $88.41 $86.00 15.4% 4.6% 12.6% 23.4% 18.3% 3.2% 0.4% -190.8M 337.8M -8.5M 13.55 49.10 8,519 115,393 146,829 1,603,422 2026-02-12 $89.47 $86.00 21.3% 5.5% 12.4% 48.1% 19.9% 6.1% -1.1% -175.8M 168.2M -8.3M 5.78 57.80 35,704 206,449 149,566 1,666,215 2026-02-13 $89.31 $88.00 18.5% 5.4% 12.6% 36.4% 20.1% 2.9% 0.6% -227.9M 430.1M -9.4M 7.89 49.71 19,084 150,515 168,477 1,736,782 2026-02-17 $88.15 $88.00 18.3% 5.3% 13.7% 35.5% 20.0% 3.1% -0.5% -306.9M 1.08B -11.3M 12.12 53.80 13,371 162,113 171,133 1,785,603 2026-02-18 $87.98 $88.00 18.3% 5.2% 13.9% 35.5% 18.9% 4.4% -0.4% -321.8M 1.17B -11.8M 3.96 66.72 11,769 46,639 190,280 1,841,867 2026-02-19 $87.59 $88.00 17.6% 5.0% 14.1% 32.4% 18.4% 3.7% -0.4% -382.4M 1.35B -11.8M 1.61 53.78 21,353 34,384 196,727 1,865,698 2026-02-20 $87.81 $88.00 17.2% 4.9% 14.0% 30.9% 18.3% 2.6% 0.0% -342.3M 1.14B -11.4M 3.89 52.68 10,597 41,197 201,435 1,865,614 2026-02-23 $89.00 $88.00 18.5% 5.4% 14.4% 36.5% 19.7% 4.0% -0.9% -235.0M 759.5M -10.8M 26.47 48.56 9,367 247,969 175,840 1,637,899 2026-02-24 $89.58 $88.00 17.8% 5.1% 14.4% 33.5% 20.4% 3.7% 0.2% -223.3M 604.9M -10.8M 4.68 59.85 13,202 61,804 178,910 1,743,059 2026-02-25 $88.88 $88.00 16.8% 4.9% 15.0% 29.0% 20.2% 3.4% 0.2% -265.9M 898.6M -11.5M 1.59 56.80 27,448 43,552 189,167 1,775,647 2026-02-26 $88.80 $88.00 16.6% 4.7% 14.2% 28.4% 18.5% 4.0% -0.2% -274.8M 837.8M -11.2M 1.03 52.43 13,687 14,033 199,614 1,801,854 2026-02-27 $89.81 $88.00 17.0% 5.0% 14.3% 30.0% 19.7% 3.3% -0.3% -206.4M 514.9M -10.7M 8.43 49.47 12,898 108,679 194,504 1,808,334
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