Avantis U.S. Mid Cap Valu... (AVMV)
AMEX: AVMV
· Real-Time Price · USD
69.36
1.67 (2.46%)
At close: Aug 22, 2025, 3:58 PM
69.36
0.01%
After-hours: Aug 22, 2025, 05:29 PM EDT
AVMV Delta Exposure By Expiry
The total Delta Exposure (DEX) for AVMV across all expirations shows 65.41 net shares that market makers must hedge, with 206.61 from calls and 141.2 from puts. The put-call delta ratio of 0.68 suggests neutral market maker positioning. The largest delta concentration at Nov 21, 25 with 148.35 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
AVMV DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 0 | 0 | 0 | n/a |
Oct 17, 25 | 0 | 0 | 0 | n/a |
Nov 21, 25 | 206.61 | -58.26 | 148.35 | 0.28 |
Feb 20, 26 | 0 | -82.94 | -82.94 | n/a |