Dimensional - US Small Ca... (DFSV)
AMEX: DFSV
· Real-Time Price · USD
32.41
0.02 (0.06%)
At close: Aug 29, 2025, 1:46 PM
DFSV Delta Exposure By Expiry
The total Delta Exposure (DEX) for DFSV across all expirations shows 205.47 net shares that market makers must hedge, with 440.71 from calls and 235.24 from puts. The put-call delta ratio of 0.53 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 125.79 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.
DFSV DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 357.05 | -231.26 | 125.79 | 0.65 |
| Oct 17, 25 | 28.83 | -3.98 | 24.85 | 0.14 |
| Jan 16, 26 | 54.83 | 0 | 54.83 | 0.00 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |