(XLF) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

AMEX: XLF · Real-Time Price · USD
53.73
0.38 (0.71%)
At close: Oct 03, 2025, 3:59 PM
53.72
-0.03%
After-hours: Oct 03, 2025, 07:55 PM EDT

XLF Delta Exposure By Expiry

The total Delta Exposure (DEX) for XLF across all expirations shows 15,871,320.37 net shares that market makers must hedge, with 44,656,891.01 from calls and 28,785,570.64 from puts. The put-call delta ratio of 0.64 suggests neutral market maker positioning.

XLF DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 10, 25 197,819.15 -197,094.19 724.96 1.00
Oct 17, 25 4,902,461.8 -3,249,121.32 1,653,340.48 0.66
Oct 24, 25 379,586.72 -26,428.09 353,158.63 0.07
Oct 31, 25 218,655.87 -55,510.33 163,145.54 0.25
Nov 7, 25 7,989.95 -14,324.52 -6,334.57 1.79
Nov 14, 25 494.72 -542.7 -47.98 1.10
Nov 21, 25 938,015.19 -1,250,017.17 -312,001.98 1.33
Dec 19, 25 15,344,209.77 -6,457,592.92 8,886,616.85 0.42
Dec 31, 25 209,702.08 -36,735.65 172,966.43 0.18
Jan 16, 26 9,153,280.18 -6,337,963.9 2,815,316.28 0.69
Mar 20, 26 1,656,896.53 -1,461,186.09 195,710.44 0.88
Mar 31, 26 57,577.86 -505,916.51 -448,338.65 8.79
Jun 18, 26 3,252,006.86 -3,144,497.21 107,509.65 0.97
Jun 30, 26 12,007.15 -52,211.8 -40,204.65 4.35
Sep 18, 26 102,425.95 -1,204,208.98 -1,101,783.03 11.76
Sep 30, 26 89.22 -141.17 -51.95 1.58
Dec 18, 26 3,470,330.37 -1,138,032.93 2,332,297.44 0.33
Jan 15, 27 2,961,703.68 -2,737,243.99 224,459.69 0.92
Dec 17, 27 1,779,408.24 -910,357.07 869,051.17 0.51
Jan 21, 28 12,229.72 -6,444.1 5,785.62 0.53