Call Breakeven Price (120-Day)

Call Breakeven Price: The average price at which a call option position breaks even at expiration, weighted by the open interests of the calls at various strike prices.

Financial Select Sector SPDR ETF (XLF) had 120-Day Call Breakeven Price of 44.75 for 2024-06-13.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1140
Historical Volatility (Parkinson)	0.1040
Implied Volatility (Calls)	0.1312
Implied Volatility (Puts)	0.1568
Implied Volatility (Mean)	0.1440
Put-Call Implied Volatility Ratio	1.1953
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.4379
Put-Call Ratio (Open Interest)	1.0451
Forward Price	41.24
Call Breakeven Price	44.75
Put Breakeven Price	37.23
Option Breakeven Price	41.36