Financial Select Sector SPDR Fund (XLF) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Financial Select Sector S...

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

Financial Select Sector SPDR Fund Greeks

Delta, Gamma, Theta, and Vega Greek Charts for XLF options.

Delta Table

Strike Price Delta Gamma Theta Vega
30.00 0.9281 0.0074 -0.2052 0.0123
35.00 0.9381 0.0099 -0.1238 0.0110
40.00 0.9424 0.0146 -0.078 0.0105
41.00 0.8946 0.0217 -0.1365 0.0171
42.00 0.9469 0.0165 -0.061 0.0097
43.00 0.9173 0.0206 -0.0909 0.0133
44.00 0.9112 0.0237 -0.0885 0.0141
45.00 0.9556 0.0155 -0.0401 0.0075
46.00 0.9813 0.0106 -0.0171 0.0037
46.50 0.9327 0.0229 -0.0508 0.0104
47.00 0.9292 0.0253 -0.05 0.0108
47.50 0.9414 0.0253 -0.0385 0.0094
48.00 0.9211 0.0311 -0.0482 0.0118
48.50 0.9162 0.0348 -0.0473 0.0123
49.00 0.9107 0.0393 -0.0461 0.0129
49.50 0.9027 0.0451 -0.0458 0.0138
50.00 0.9538 0.0376 -0.0206 0.0077
50.50 0.9458 0.0466 -0.0213 0.0088
51.00 0.9362 0.0587 -0.0217 0.0100
51.50 0.9250 0.0995 -0.0209 0.0126
52.00 0.8821 0.1557 -0.0259 0.0180
52.50 0.8676 0.1444 -0.0247 0.0171
53.00 0.7928 0.2049 -0.0295 0.0229
53.50 0.4036 0.5789 -0.056 0.0551
54.00 0.0861 0.6985 -0.0584 0.0635
54.50 -0.2249 0.5866 -0.0636 0.0611
55.00 -0.5166 0.4937 -0.0472 0.0494
55.50 -0.6911 0.3423 -0.0369 0.0373
56.00 -0.7488 0.2477 -0.038 0.0324
56.50 -0.7811 0.1895 -0.0405 0.0292
57.00 -0.8145 0.1502 -0.0397 0.0259
57.50 -0.808 0.1271 -0.0498 0.0262
58.00 -0.8221 0.1088 -0.0519 0.0248
58.50 -0.8374 0.0928 -0.0525 0.0230
59.00 -0.7724 0.1017 -0.0861 0.0308
60.00 -0.7973 0.0829 -0.0894 0.0282
61.00 -0.8351 0.0670 -0.0808 0.0243
65.00 -0.8299 0.0449 -0.1287 0.0248