iShares MSCI Emerging Markets ETF (EEM) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares MSCI Emerging Mar...

AMEX: EEM · Real-Time Price · USD
54.22
0.15 (0.28%)
At close: Oct 03, 2025, 3:59 PM
54.17
-0.09%
After-hours: Oct 03, 2025, 07:53 PM EDT

EEM Delta Exposure By Expiry

The total Delta Exposure (DEX) for EEM across all expirations shows 70,532,737.48 net shares that market makers must hedge, with 86,173,783.84 from calls and 15,641,046.36 from puts. The put-call delta ratio of 0.18 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

EEM DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 10, 25 229,922.63 -189,736.02 40,186.61 0.83
Oct 17, 25 13,126,556.11 -1,116,071.85 12,010,484.26 0.09
Oct 24, 25 266,710.05 -290,149.11 -23,439.06 1.09
Oct 31, 25 10,806.73 -45,436.96 -34,630.23 4.20
Nov 7, 25 2,238.55 -1,449.51 789.04 0.65
Nov 14, 25 157.21 -527.81 -370.6 3.36
Nov 21, 25 8,623,939.44 -1,394,068.95 7,229,870.49 0.16
Dec 19, 25 24,598,340.56 -5,345,391.49 19,252,949.07 0.22
Dec 31, 25 352,902.62 -21,437.61 331,465.01 0.06
Jan 16, 26 26,529,110.33 -2,422,799.47 24,106,310.86 0.09
Mar 20, 26 10,236,281.12 -2,133,139.1 8,103,142.02 0.21
Mar 31, 26 41,970.82 -241,125.76 -199,154.94 5.75
Jun 18, 26 1,315,025.89 -1,761,249.36 -446,223.47 1.34
Jun 30, 26 2,422.11 -5,729.49 -3,307.38 2.37
Sep 18, 26 52,429.83 -366,014.92 -313,585.09 6.98
Sep 30, 26 0 -8 -8 n/a
Dec 18, 26 149,662.92 -95,546.21 54,116.71 0.64
Jan 15, 27 540,362.97 -166,828.62 373,534.35 0.31
Dec 17, 27 91,042.24 -43,766.73 47,275.51 0.48
Jan 21, 28 3,901.71 -569.39 3,332.32 0.15