Financial Select Sector S... (XLF)
AMEX: XLF
· Real-Time Price · USD
53.85
0.38 (0.71%)
At close: Sep 26, 2025, 3:59 PM
53.86
0.02%
After-hours: Sep 26, 2025, 07:56 PM EDT
XLF Delta Exposure By Expiry
The total Delta Exposure (DEX) for XLF across all expirations shows 18,399,963.42 net shares that market makers must hedge, with 44,537,634.87 from calls and 26,137,671.45 from puts. The put-call delta ratio of 0.59 suggests neutral market maker positioning.
XLF DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 30, 25 | 134,104.25 | -258,422.91 | -124,318.66 | 1.93 |
Oct 3, 25 | 244,084.36 | -189,552.66 | 54,531.7 | 0.78 |
Oct 10, 25 | 76,270.96 | -55,537.87 | 20,733.09 | 0.73 |
Oct 17, 25 | 5,168,685.76 | -3,181,407.78 | 1,987,277.98 | 0.62 |
Oct 24, 25 | 389,638.25 | -22,491.03 | 367,147.22 | 0.06 |
Oct 31, 25 | 25,761.43 | -13,462.34 | 12,299.09 | 0.52 |
Nov 7, 25 | 88.05 | -169.44 | -81.39 | 1.92 |
Nov 21, 25 | 873,316.47 | -1,197,302.9 | -323,986.43 | 1.37 |
Dec 19, 25 | 15,249,019.41 | -6,190,450.97 | 9,058,568.44 | 0.41 |
Dec 31, 25 | 200,372.91 | -33,599.81 | 166,773.1 | 0.17 |
Jan 16, 26 | 8,989,982.3 | -5,514,922.69 | 3,475,059.61 | 0.61 |
Mar 20, 26 | 1,665,317.37 | -1,373,383.6 | 291,933.77 | 0.82 |
Mar 31, 26 | 59,112.31 | -23,018.05 | 36,094.26 | 0.39 |
Jun 18, 26 | 3,336,103.6 | -2,907,112.78 | 428,990.82 | 0.87 |
Jun 30, 26 | 11,650.86 | -49,602.73 | -37,951.87 | 4.26 |
Sep 18, 26 | 96,699.29 | -730,882.81 | -634,183.52 | 7.56 |
Dec 18, 26 | 3,379,863.59 | -1,066,726.31 | 2,313,137.28 | 0.32 |
Jan 15, 27 | 3,021,138.91 | -2,523,687.97 | 497,450.94 | 0.84 |
Dec 17, 27 | 1,607,499.35 | -800,934.56 | 806,564.79 | 0.50 |
Jan 21, 28 | 8,925.44 | -5,002.24 | 3,923.2 | 0.56 |