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State Street Materials Select Sector XLB 49.8 -0.19 -0.38%

XLB Delta Exposure (DEX)

XLB (State Street Materials Select Sector): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.169
Put Call Ratio (OI)
1.57
Put Call Ratio (Vol)
3
IV Rank
0.98
IV Percentile
5.18
Max Pain
51.5

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-30.3
30.3
View values by strike
XLB · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
20.00 1.16 K -31.1
22.50 1.05 K -43.1
25.00 4.3 K -42
27.50 3.68 K -24.1
30.00 5.93 K -99.9
31.50 2.24 K -5.05
32.00 372 -5.23
32.50 47.4 K -323
33.00 3.79 K -16.6
33.50 1.82 K -5.69
34.00 1.83 K -11.6
34.50 0 -33.7
35.00 3.18 K -38.3 K
35.50 0 -29.5
36.00 89.8 -39.8
36.50 0 -16
37.00 0 -62.8
37.50 8.38 K -136
38.00 1.21 K -7.26 K
38.50 0 -106
39.00 1.09 K -969
39.50 856 -59.5
40.00 39.5 K -60.8 K
40.50 315 -201
41.00 3.1 K -193 K
41.50 4.79 K -36.5 K
42.00 3.91 K -37.7 K
42.50 24.2 K -11 K
43.00 8.12 K -54.6 K
43.50 10.7 K -37.8
44.00 9.58 K -1.03 K
44.50 20.8 K -12.1 K
45.00 32 K -329 K
45.50 14.5 K -1.24 K
46.00 173 K -10.3 K
46.50 447 K -139 K
47.00 5.4 K -52.3 K
47.50 33.1 K -6.79 K
48.00 11.6 K -861 K
48.50 10.6 K -30.8 K
49.00 80.3 K -363 K
49.50 4.06 K -12.9 K
50.00 748 K -1.05 M
50.50 14.1 K -38.5 K
51.00 50.4 K -97.8 K
51.50 35.2 K -17.4 K
52.00 53.2 K -167 K
52.50 56 K -203 K
53.00 43.1 K -34.4 K
53.50 1.93 K 0
54.00 21.8 K -5.39 K
54.50 118 0
55.00 300 K -320 K
55.50 212 0
56.00 3.05 K -464
56.50 352 0
57.00 1.31 K 0
57.50 15.9 K -173
58.00 113 K 0
59.00 2.4 K 0
60.00 347 K -500
61.00 464 0
62.00 108 0
62.50 21.3 K 0
63.00 67.7 0
64.00 129 0
65.00 2.76 K 0
66.00 6.34 K 0
67.00 74.1 0
67.50 3.84 K 0
70.00 4.23 K 0
75.00 692 0
80.00 4.27 K 0