SPDR EURO STOXX 50 ETF (FEZ) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

SPDR EURO STOXX 50 ETF

AMEX: FEZ · Real-Time Price · USD
59.12
-0.68 (-1.14%)
At close: Sep 02, 2025, 10:36 AM

FEZ Daily Delta Exposure

FEZ's current Delta Exposure (DEX) is 146.72K shares, which is 20% smaller than the 3M average of 182.82K shares. During this period, DEX ranged from -71.4K on Aug 1, 2025 to 566.58K on Aug 22, 2025, swinging between net long and short dealer positioning. Delta exposure has been decreasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 0.84 reflects balanced options positioning. Moderate DEX levels suggest normal market maker hedging activity.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Aug 29, 2025 895,660.33 -748,938.53 146,721.8 0.84
Aug 28, 2025 902,656.1 -694,006.01 208,650.09 0.77
Aug 27, 2025 890,130.29 -734,075.52 156,054.77 0.82

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