iShares MSCI Japan ETF (EWJ) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares MSCI Japan ETF

AMEX: EWJ · Real-Time Price · USD
81.78
1.63 (2.03%)
At close: Oct 03, 2025, 3:59 PM
82.69
1.11%
Pre-market: Oct 06, 2025, 06:46 AM EDT

EWJ Delta Exposure By Expiry

The total Delta Exposure (DEX) for EWJ across all expirations shows 720,024.2 net shares that market makers must hedge, with 1,238,343.22 from calls and 518,319.02 from puts. The put-call delta ratio of 0.42 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

EWJ DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 10, 25 699.65 -480.99 218.66 0.69
Oct 17, 25 583,760.32 -136,162.51 447,597.81 0.23
Oct 24, 25 4,328.96 -189.81 4,139.15 0.04
Oct 31, 25 3,028.22 -200.51 2,827.71 0.07
Nov 7, 25 396 0 396 0.00
Nov 14, 25 0 -11.36 -11.36 n/a
Nov 21, 25 23,602.19 -103,431.41 -79,829.22 4.38
Dec 19, 25 71,066.87 -164,903.51 -93,836.64 2.32
Jan 16, 26 380,402.84 -28,357.92 352,044.92 0.07
Mar 20, 26 11,363.15 -5,341.16 6,021.99 0.47
Jun 18, 26 99,172.67 -4,176.72 94,995.95 0.04
Dec 18, 26 603.5 -89.23 514.27 0.15
Jan 15, 27 57,850.03 -73,593.45 -15,743.42 1.27
Jan 21, 28 2,068.82 -1,380.44 688.38 0.67