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
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 |