iShares Russell 2000 ETF (IWM) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares Russell 2000 ETF

AMEX: IWM · Real-Time Price · USD
245.84
1.82 (0.75%)
At close: Oct 03, 2025, 3:59 PM
246.07
0.09%
After-hours: Oct 03, 2025, 07:59 PM EDT

IWM Delta Exposure By Expiry

The total Delta Exposure (DEX) for IWM across all expirations shows 110,611,775.26 net shares that market makers must hedge, with 329,937,471.31 from calls and 219,325,696.05 from puts. The put-call delta ratio of 0.66 suggests neutral market maker positioning.

IWM DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 7, 25 599,823.4 -509,985.75 89,837.65 0.85
Oct 8, 25 464,235.46 -528,862.93 -64,627.47 1.14
Oct 9, 25 457,881.01 -315,451.14 142,429.87 0.69
Oct 10, 25 3,412,306.02 -6,554,199.49 -3,141,893.47 1.92
Oct 13, 25 195,284.25 -575,134.98 -379,850.73 2.95
Oct 14, 25 146,424.76 -246,863.25 -100,438.49 1.69
Oct 15, 25 319,687.49 -565,445.62 -245,758.13 1.77
Oct 16, 25 7,299.31 -16,743.38 -9,444.07 2.29
Oct 17, 25 49,120,682.81 -42,156,281.19 6,964,401.62 0.86
Oct 24, 25 1,233,292.47 -2,778,691.03 -1,545,398.56 2.25
Oct 31, 25 3,173,456.89 -3,354,372.32 -180,915.43 1.06
Nov 7, 25 463,974.31 -342,474.71 121,499.6 0.74
Nov 14, 25 73,313.49 -94,648.15 -21,334.66 1.29
Nov 21, 25 20,259,000.97 -29,012,024.18 -8,753,023.21 1.43
Dec 19, 25 97,024,669.39 -30,462,672.86 66,561,996.53 0.31
Dec 31, 25 3,700,279.27 -1,174,470.07 2,525,809.2 0.32
Jan 16, 26 33,602,621.89 -11,885,308.77 21,717,313.12 0.35
Feb 20, 26 2,913,361.65 -3,863,382.89 -950,021.24 1.33
Mar 20, 26 31,405,188.74 -16,829,552.31 14,575,636.43 0.54
Mar 31, 26 1,940,521.49 -221,763.56 1,718,757.93 0.11