Avantis U.S. Mid Cap Equity ETF (AVMC) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Avantis U.S. Mid Cap Equi...

AMEX: AVMC · Real-Time Price · USD
69.54
-0.03 (-0.04%)
At close: Aug 28, 2025, 3:59 PM
69.54
0.00%
After-hours: Aug 28, 2025, 05:44 PM EDT

AVMC Delta Exposure By Expiry

The total Delta Exposure (DEX) for AVMC across all expirations shows 1,038.86 net shares that market makers must hedge, with 1,038.86 from calls and 0 from puts. The put-call delta ratio of 0.00 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Sep 19, 25 with 984.21 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.

AVMC DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 984.21 0 984.21 0.00
Oct 17, 25 54.65 0 54.65 0.00
Nov 21, 25 0 0 0 n/a
Feb 20, 26 0 0 0 n/a