Financial Select Sector SPDR Fund (XLF) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Financial Select Sector S...

AMEX: XLF · Real-Time Price · USD
53.23
-0.01 (-0.02%)
At close: Oct 15, 2025, 3:59 PM
53.32
0.17%
Pre-market: Oct 16, 2025, 06:14 AM EDT

XLF Delta Exposure By Expiry

The total Delta Exposure (DEX) for XLF across all expirations shows 8,144,166.55 net shares that market makers must hedge, with 43,991,123.91 from calls and 35,846,957.36 from puts. The put-call delta ratio of 0.81 suggests neutral market maker positioning.

XLF DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 3,351,046.39 -3,040,818.3 310,228.09 0.91
Oct 24, 25 1,165,307.55 -245,155.63 920,151.92 0.21
Oct 31, 25 392,060.95 -130,967.74 261,093.21 0.33
Nov 7, 25 150,540.73 -39,010.13 111,530.6 0.26
Nov 14, 25 72,182.79 -54,464.76 17,718.03 0.75
Nov 21, 25 2,664,495.78 -4,458,520.64 -1,794,024.86 1.67
Nov 28, 25 7,321.25 -11,446.7 -4,125.45 1.56
Dec 19, 25 14,760,608.43 -8,127,863.37 6,632,745.06 0.55
Dec 31, 25 260,040.64 -55,607.52 204,433.12 0.21
Jan 16, 26 8,411,975.69 -7,120,264.73 1,291,710.96 0.85
Mar 20, 26 1,561,977 -1,674,078.27 -112,101.27 1.07
Mar 31, 26 75,332.68 -540,630.82 -465,298.14 7.18
Jun 18, 26 3,052,703.79 -3,435,511.07 -382,807.28 1.13
Jun 30, 26 30,328.09 -62,157.22 -31,829.13 2.05
Sep 18, 26 146,409.31 -1,697,029.66 -1,550,620.35 11.59
Sep 30, 26 920.37 -158.86 761.51 0.17
Dec 18, 26 3,277,376.41 -1,240,773.58 2,036,602.83 0.38
Jan 15, 27 2,879,356.67 -2,967,346.98 -87,990.31 1.03
Dec 17, 27 1,712,626.95 -938,095.54 774,531.41 0.55
Jan 21, 28 18,512.44 -7,055.84 11,456.6 0.38