(XLF)
AMEX: XLF
· Real-Time Price · USD
53.10
-0.23 (-0.43%)
At close: Sep 09, 2025, 3:59 PM
XLF Delta Exposure By Expiry
The total Delta Exposure (DEX) for XLF across all expirations shows 16,812,995.13 net shares that market makers must hedge, with 47,180,495.53 from calls and 30,367,500.4 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 |
|---|---|---|---|---|
| Sep 12, 25 | 244,056.79 | -241,509.61 | 2,547.18 | 0.99 |
| Sep 19, 25 | 10,550,331.85 | -2,670,520.46 | 7,879,811.39 | 0.25 |
| Sep 26, 25 | 41,588.34 | -68,080.43 | -26,492.09 | 1.64 |
| Sep 30, 25 | 480,433.19 | -533,664.87 | -53,231.68 | 1.11 |
| Oct 3, 25 | 8,775.91 | -149,501.42 | -140,725.51 | 17.04 |
| Oct 10, 25 | 11,731.33 | -6,940.58 | 4,790.75 | 0.59 |
| Oct 17, 25 | 3,633,357.97 | -3,525,143.41 | 108,214.56 | 0.97 |
| Oct 24, 25 | 6,014.83 | -2,156.02 | 3,858.81 | 0.36 |
| Nov 21, 25 | 278,899.56 | -587,989.49 | -309,089.93 | 2.11 |
| Dec 19, 25 | 12,608,363.13 | -7,040,847.09 | 5,567,516.04 | 0.56 |
| Dec 31, 25 | 146,816.93 | -35,595.37 | 111,221.56 | 0.24 |
| Jan 16, 26 | 8,191,282.83 | -6,233,558.11 | 1,957,724.72 | 0.76 |
| Mar 20, 26 | 1,635,608.32 | -1,465,385.02 | 170,223.3 | 0.90 |
| Mar 31, 26 | 52,716.84 | -25,122.01 | 27,594.83 | 0.48 |
| Jun 18, 26 | 1,494,550.92 | -2,930,500.92 | -1,435,950 | 1.96 |
| Jun 30, 26 | 10,231.31 | -53,928.43 | -43,697.12 | 5.27 |
| Sep 18, 26 | 76,001.26 | -22,397.73 | 53,603.53 | 0.29 |
| Dec 18, 26 | 3,383,579.97 | -1,086,197.53 | 2,297,382.44 | 0.32 |
| Jan 15, 27 | 2,805,987.23 | -3,013,747.5 | -207,760.27 | 1.07 |
| Dec 17, 27 | 1,520,167.02 | -674,714.4 | 845,452.62 | 0.44 |