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XLF

Financial Select Sector SPDR Fund
XLF KEY LEVELSCaptured 2026-09-16 02:05 ET
$56.85XLF last price
-0.32%Change on the session
-$183.9MNet dealer gamma, Neutral Gamma: Spot At the Flip
57Call wall
56Put wall, largest gamma strike at -$139.3M net

Prices and gamma are point-in-time snapshots taken at the time shown. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.

ETFs/IndicesFinancial Sector ETFMkt Cap: 40BAvg Vol: 30M

LIVE MARKET SNAPSHOT

LAST PRICE
$56.85-0.32%
Volume 0
DEALER GAMMA (GEX)
Call Wall57
Put Wall56
GEX Flip57.5
Net GEX-$183.9M
Neutral Gamma: Spot At the Flip

Cached snapshot as of 2026-09-16 06:05 UTC, live streaming data in the terminal.

XLF DEALER GAMMA BY STRIKE

Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.

Net gamma exposure at each strike near XLF's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.

Unit: USD of dealer gamma per 1 percent move in spot. A window of the XLF option chain, not the whole book: the 30 strikes nearest spot out of 58 seen, 2,088 contract rows spanning 29 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain.

New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.

StrikeNet GEXCall GEXPut GEXConcentration
50-$21.1M$3.1M-$24.2M
50.5$0$0$0
51-$5.6M$18.0K-$5.6M
51.5$0$0$0
52-$9.1M$4.9M-$13.9M
52.5$0$0$0
53-$5.2M$6.9M-$12.1M
53.5-$4.6K$0-$4.6K
54-$19.2M$11.4M-$30.6M
54.5-$338.5K$7.4K-$345.9K
55$25.7M$81.8M-$56.2M
55.5-$1.5M$17.3K-$1.5M
56PUT WALL-$139.3M$44.9M-$184.2M
56.5-$8.2M$759.3K-$9.0M
57SPOTCALL WALL-$70.4M$113.0M-$183.4M
57.5GEX FLIP$2.2M$4.3M-$2.1M
58-$13.8M$70.7M-$84.5M
58.5$872.9K$873.7K-$777
59$17.9M$18.7M-$815.6K
59.5$31.3K$31.3K$0
60$40.2M$40.8M-$617.4K
60.5$8.3M$8.3M$0
61$2.8M$2.8M-$6.1K
61.5$0$0$0
62$10.8M$11.2M-$390.0K
62.5$0$0$0
63$762.8K$762.8K$0
63.5$0$0$0
64$352.7K$352.7K$0
64.5$0$0$0

These levels were captured September 16, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.

ABOUT XLF

XLF tracks the financial sector of the S&P 500, including major banks (JPMorgan, Bank of America, Wells Fargo), insurance companies (Berkshire Hathaway), asset managers, and capital markets firms. It is the primary vehicle for expressing directional views on the U.S. financial sector.

WHY TRACK XLF ON SQUAWKFLOW

XLF options flow is the primary financial sector directional signal. Put/call ratios shift heavily around Fed rate decisions, bank earnings season, and credit stress events, making it essential for monitoring systemic risk sentiment.

XLF DATA ON SQUAWKFLOW

Options Flow

XLF options flow, unusual activity, and volume concentrations from the session chain

Latest Snapshot

Last XLF price, change, volume, and the current dealer-gamma regime

GEX Dashboard

XLF gamma exposure levels, call/put walls, and GEX flip

AI Narration

AI-powered analysis of XLF market microstructure in real time

News Sentiment

XLF news with AI sentiment scoring and impact analysis

Sector Context

ETFs/Indices sector rotation and relative strength vs peers

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