iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares MSCI Emerging Mar...

CBOE: EEMV · Real-Time Price · USD
63.90
-0.06 (-0.09%)
At close: Oct 03, 2025, 3:59 PM

EEMV Delta Exposure By Expiry

The total Delta Exposure (DEX) for EEMV across all expirations shows -1,382.63 net shares that market makers must hedge, with 465.51 from calls and 1,848.14 from puts. The put-call delta ratio of 3.97 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

EEMV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 18.64 0 18.64 0.00
Nov 21, 25 0 0 0 n/a
Dec 19, 25 48.98 -1,812.16 -1,763.18 37.00
Jan 16, 26 0 0 0 n/a
Mar 20, 26 397.89 -35.98 361.91 0.09