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

Greeks

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

Delta Table

Strike Price Delta Gamma Theta Vega
30.00 0.9679 0.0044 -0.0988 0.0057
35.00 0.9073 0.0080 -0.2502 0.0124
40.00 0.8800 0.0126 -0.2306 0.0150
42.00 0.9412 0.0127 -0.0817 0.0088
43.00 0.8930 0.0169 -0.1473 0.0138
44.00 0.9303 0.0168 -0.0804 0.0100
45.00 0.9282 0.0192 -0.0741 0.0103
46.00 0.9279 0.0219 -0.0659 0.0103
47.00 0.8122 0.0282 -0.1876 0.0202
48.00 0.9396 0.0280 -0.0414 0.0090
48.50 0.9357 0.0315 -0.0406 0.0094
49.00 0.9635 0.0263 -0.0223 0.0060
49.50 0.9575 0.0319 -0.0233 0.0068
50.00 0.8968 0.0518 -0.0492 0.0134
50.50 0.9643 0.0375 -0.0168 0.0059
51.00 0.9513 0.0518 -0.0192 0.0076
51.50 0.9170 0.0783 -0.0263 0.0114
52.00 0.9310 0.0909 -0.019 0.0099
52.50 0.8083 0.1430 -0.0416 0.0204
53.00 0.7924 0.2056 -0.0329 0.0214
53.50 0.6805 0.2682 -0.0378 0.0267
54.00 0.1405 1.2465 -0.0498 0.0585
54.50 -0.3473 0.8060 -0.0531 0.0527
55.00 -0.5592 0.4528 -0.056 0.0414
55.50 -0.6721 0.2641 -0.0574 0.0324
56.00 -0.7284 0.1861 -0.0583 0.0282
56.50 -0.7481 0.1464 -0.0658 0.0267
57.00 -0.7476 0.1185 -0.0806 0.0264
57.50 -0.5648 0.1343 -0.1855 0.0421
58.00 -0.8723 0.0649 -0.0427 0.0156
58.50 -0.6566 0.1185 -0.1522 0.0380
59.00 -0.6092 0.1036 -0.2066 0.0406
59.50 -0.5668 0.0941 -0.2592 0.0434
60.00 -0.7359 0.0882 -0.143 0.0319
61.00 -0.6083 0.0770 -0.2795 0.0409
65.00 -0.8086 0.0466 -0.1704 0.0254