iShares 3-7 Year Treasury Bond ETF (IEI) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares 3-7 Year Treasury...

NASDAQ: IEI · Real-Time Price · USD
119.35
-0.17 (-0.14%)
At close: Oct 03, 2025, 3:59 PM
119.76
0.34%
Pre-market: Oct 06, 2025, 06:25 AM EDT

IEI Delta Exposure By Expiry

The total Delta Exposure (DEX) for IEI across all expirations shows 328,238.73 net shares that market makers must hedge, with 507,907.64 from calls and 179,668.91 from puts. The put-call delta ratio of 0.35 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

IEI DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 233,397.49 -155,673.29 77,724.2 0.67
Nov 21, 25 159,149.93 -68.28 159,081.65 0.00
Jan 16, 26 99,334.54 -7,189.26 92,145.28 0.07
Apr 17, 26 16,025.68 -16,738.08 -712.4 1.04