Option Breakeven Price (120-Day)

Option Breakeven Price: The average price at which an option position breaks even at expiration, weighted by the open interests of all calls and puts.

Financial Select Sector SPDR ETF (XLF) had 120-Day Option Breakeven Price of 38.10 for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1092
Historical Volatility (Parkinson)	0.1034
Implied Volatility (Calls)	0.1189
Implied Volatility (Puts)	0.1466
Implied Volatility (Mean)	0.1328
Put-Call Implied Volatility Ratio	1.2328
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	11.8416
Put-Call Ratio (Open Interest)	2.0617
Forward Price	42.68
Call Breakeven Price	43.83
Put Breakeven Price	35.13
Option Breakeven Price	38.10