iShares SP 500 Growth ETF (IVW) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares SP 500 Growth ETF

AMEX: IVW · Real-Time Price · USD
115.07
1.20 (1.05%)
At close: Sep 03, 2025, 3:59 PM
115.29
0.19%
After-hours: Sep 03, 2025, 05:29 PM EDT

IVW Delta Exposure By Expiry

The total Delta Exposure (DEX) for IVW across all expirations shows 100,766.38 net shares that market makers must hedge, with 291,952.25 from calls and 191,185.87 from puts. The put-call delta ratio of 0.65 suggests neutral market maker positioning. The largest delta concentration at Oct 17, 25 with 200,926.36 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.

IVW DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 4,302.75 -7,392.57 -3,089.82 1.72
Oct 17, 25 220,062.22 -19,135.86 200,926.36 0.09
Jan 16, 26 55,891.33 -150,576.59 -94,685.26 2.69
Apr 17, 26 11,695.95 -14,080.85 -2,384.9 1.20