VanEck IG Floating Rate E... (FLTR)
AMEX: FLTR
· Real-Time Price · USD
25.55
0.00 (0.00%)
At close: Aug 21, 2025, 1:44 PM
FLTR Delta Exposure By Expiry
The total Delta Exposure (DEX) for FLTR across all expirations shows 67.23 net shares that market makers must hedge, with 137.06 from calls and 69.83 from puts. The put-call delta ratio of 0.51 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 118.65 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.
FLTR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 11.37 | -10.41 | 0.96 | 0.92 |
| Oct 17, 25 | 0 | -52.38 | -52.38 | n/a |
| Dec 19, 25 | 125.69 | -7.04 | 118.65 | 0.06 |
| Mar 20, 26 | 0 | 0 | 0 | n/a |