First Trust Financials AlphaDEX Fund (FXO) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

First Trust Financials Al...

AMEX: FXO · Real-Time Price · USD
59.43
-0.04 (-0.07%)
At close: Aug 28, 2025, 3:59 PM
59.44
0.02%
After-hours: Aug 28, 2025, 06:18 PM EDT

FXO Delta Exposure By Expiry

The total Delta Exposure (DEX) for FXO across all expirations shows 280.71 net shares that market makers must hedge, with 280.71 from calls and 0 from puts. The put-call delta ratio of 0.00 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Feb 20, 26 with 242.32 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.

FXO DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 0 0 0 n/a
Oct 17, 25 0 0 0 n/a
Nov 21, 25 38.39 0 38.39 0.00
Jan 16, 26 0 0 0 n/a
Feb 20, 26 242.32 0 242.32 0.00