(XLE) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

AMEX: XLE · Real-Time Price · USD
88.94
0.50 (0.57%)
At close: Oct 03, 2025, 3:59 PM
89.01
0.08%
After-hours: Oct 03, 2025, 07:59 PM EDT

Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
50.00 0.9879 0.0013 -0.0615 0.0039
55.00 0.9854 0.0017 -0.0625 0.0046
60.00 0.9976 0.0006 -0.0135 0.0009
65.00 0.9794 0.0033 -0.0597 0.0062
70.00 0.9739 0.0050 -0.0593 0.0075
75.00 0.9933 0.0028 -0.0168 0.0023
77.00 0.9636 0.0099 -0.0535 0.0099
78.00 0.9683 0.0100 -0.044 0.0089
79.00 0.9561 0.0132 -0.0546 0.0116
80.00 0.9516 0.0154 -0.0549 0.0125
81.00 0.9573 0.0162 -0.0446 0.0113
82.00 0.9457 0.0207 -0.05 0.0137
82.50 0.9317 0.0245 -0.0585 0.0164
83.00 0.9558 0.0215 -0.0374 0.0116
83.50 0.9475 0.0254 -0.0407 0.0134
84.00 0.8975 0.0357 -0.0719 0.0223
84.50 0.8867 0.0400 -0.0737 0.0239
85.00 0.9264 0.0388 -0.0442 0.0174
85.50 0.9039 0.0474 -0.0519 0.0212
86.00 0.8808 0.0564 -0.0582 0.0248
86.50 0.8550 0.0663 -0.0637 0.0284
87.00 0.8051 0.0759 -0.079 0.0343
87.50 0.7861 0.0890 -0.0753 0.0363
88.00 0.7385 0.0998 -0.0826 0.0405
88.50 0.6780 0.1051 -0.0936 0.0447
89.00 0.6201 0.1084 -0.1014 0.0474
89.50 0.2118 0.3872 -0.1342 0.0953
90.00 0.0109 0.4197 -0.1395 0.0994
90.50 -0.1541 0.3276 -0.1591 0.0970
91.00 -0.3112 0.2980 -0.1508 0.0901
91.50 -0.4392 0.2484 -0.1472 0.0804
92.00 -0.4954 0.1987 -0.158 0.0754
92.50 -0.5403 0.1644 -0.1664 0.0710
93.00 -0.6145 0.1313 -0.1572 0.0614
93.50 -0.6375 0.1177 -0.1598 0.0598
94.00 -0.6253 0.1106 -0.1812 0.0630
94.50 -0.6361 0.0990 -0.194 0.0618
95.00 -0.6517 0.0898 -0.2006 0.0601
95.50 -0.6726 0.0821 -0.2001 0.0578
96.00 -0.6775 0.0750 -0.2139 0.0570
97.00 -0.7011 0.0649 -0.2216 0.0542
98.00 -0.7251 0.0568 -0.2237 0.0513
99.00 -0.7373 0.0505 -0.2352 0.0496
100.00 -0.7632 0.0415 -0.2334 0.0447
101.00 -0.7609 0.0413 -0.2503 0.0465
102.00 -0.7719 0.0375 -0.2556 0.0449
103.00 -0.7784 0.0346 -0.2655 0.0440
104.00 -0.7861 0.0320 -0.2715 0.0429
105.00 -0.7897 0.0301 -0.2825 0.0423
110.00 -0.8246 0.0223 -0.2911 0.0373
115.00 -0.8407 0.0175 -0.3159 0.0345