iShares Core SP Mid-Cap ETF (IJH) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares Core SP Mid-Cap E...

AMEX: IJH · Real-Time Price · USD
65.52
0.09 (0.14%)
At close: Aug 28, 2025, 3:59 PM
65.53
0.02%
After-hours: Aug 28, 2025, 05:49 PM EDT

IJH Delta Exposure By Expiry

The total Delta Exposure (DEX) for IJH across all expirations shows 274,680.94 net shares that market makers must hedge, with 285,463.56 from calls and 10,782.62 from puts. The put-call delta ratio of 0.04 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Nov 21, 25 with 226,408.43 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.

IJH DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 27,742.62 -2,342.65 25,399.97 0.08
Oct 17, 25 8,747.19 -417.31 8,329.88 0.05
Nov 21, 25 234,289.89 -7,881.46 226,408.43 0.03
Feb 20, 26 14,683.86 -141.2 14,542.66 0.01