SPDR S&P Semiconductor ETF (XSD) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

SPDR S&P Semiconductor ET...

AMEX: XSD · Real-Time Price · USD
329.85
0.81 (0.25%)
At close: Oct 03, 2025, 3:59 PM
327.65
-0.67%
After-hours: Oct 03, 2025, 05:46 PM EDT

SPDR S&P Semiconductor ETF Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
95.00 0.9417 0.0005 -1.2607 0.0777
100.00 0.9359 0.0005 -1.3539 0.0838
105.00 0.9299 0.0006 -1.4472 0.0899
110.00 0.9362 0.0005 -1.3482 0.0778
115.00 0.9174 0.0006 -1.6331 0.1021
120.00 0.9107 0.0008 -1.7292 0.1085
125.00 0.9042 0.0008 -1.8164 0.1142
130.00 0.9117 0.0006 -1.7243 0.1002
135.00 0.8905 0.0008 -1.9952 0.1262
140.00 0.8842 0.0010 -2.0407 0.1318
145.00 0.8790 0.0010 -2.0371 0.1362
150.00 0.8739 0.0011 -2.0218 0.1405
155.00 0.8848 0.0009 -1.8524 0.1230
160.00 0.8628 0.0013 -2.0029 0.1496
165.00 0.8571 0.0013 -1.9892 0.1542
170.00 0.8512 0.0014 -1.9768 0.1589
175.00 0.8450 0.0015 -1.9608 0.1636
180.00 0.8388 0.0017 -1.9436 0.1685
185.00 0.8527 0.0013 -1.7685 0.1474
190.00 0.8249 0.0019 -1.9095 0.1791
191.00 0.8234 0.0019 -1.9054 0.1801
192.00 0.8221 0.0019 -1.8988 0.1810
193.00 0.8205 0.0019 -1.8973 0.1821
194.00 0.8193 0.0020 -1.8906 0.1831
195.00 0.8176 0.0021 -1.8913 0.1843
196.00 0.8161 0.0021 -1.8871 0.1854
197.00 0.8147 0.0021 -1.8803 0.1864
198.00 0.8133 0.0021 -1.8736 0.1873
199.00 0.8108 0.0021 -1.8785 0.1896
200.00 0.8088 0.0023 -1.875 0.1912
205.00 0.8254 0.0018 -1.7059 0.1672
210.00 0.7946 0.0025 -1.819 0.2003
215.00 0.7860 0.0027 -1.7936 0.2061
220.00 0.7767 0.0030 -1.7693 0.2123
225.00 0.7657 0.0032 -1.7499 0.2199
230.00 0.7543 0.0035 -1.7218 0.2277
235.00 0.7418 0.0039 -1.6965 0.2360
240.00 0.7281 0.0043 -1.6757 0.2449
245.00 0.7199 0.0047 -1.6209 0.2482
250.00 0.7037 0.0051 -1.6028 0.2581
255.00 0.6887 0.0057 -1.5633 0.2667
260.00 0.6711 0.0064 -1.5262 0.2767
265.00 0.6462 0.0073 -1.5009 0.2922
270.00 0.6223 0.0084 -1.4613 0.3053
275.00 0.5944 0.0097 -1.4174 0.3204
280.00 0.5752 0.0112 -1.3455 0.3275
285.00 0.5333 0.0135 -1.3089 0.3492
290.00 0.5026 0.0167 -1.2292 0.3610
295.00 0.4413 0.0216 -1.1784 0.3884
300.00 0.3641 0.0299 -1.1027 0.4180
305.00 0.2475 0.0487 -1.0134 0.4530
310.00 -0.0524 0.0803 -0.9106 0.4760
315.00 -0.5091 0.0073 -0.7592 0.2409
320.00 -0.5542 0.0079 -0.6887 0.2387
325.00 -0.6017 0.0082 -0.6264 0.2331
330.00 -0.661 0.0087 -0.5276 0.2211
335.00 -0.7141 0.0085 -0.4566 0.2054
340.00 -0.7842 0.0083 -0.3384 0.1769
345.00 -0.8202 0.0075 -0.2979 0.1584
350.00 -0.8604 0.0066 -0.2366 0.1342
355.00 -0.8759 0.0058 -0.2256 0.1237
360.00 -0.9178 0.0046 -0.142 0.0916
365.00 -0.9047 0.0045 -0.1922 0.1023
370.00 -0.9205 0.0039 -0.1638 0.0894