iShares Russell Mid-Cap E... (IWR)
IWR Daily Delta Exposure
IWR's current Delta Exposure (DEX) is 129.49K shares, which is 61% larger than the 3M average of 80.34K shares. During this period, DEX ranged from 42.73K on May 30, 2025 to 129.49K on Aug 22, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.06 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 22, 2025 | 138,254.83 | -8,768.31 | 129,486.52 | 0.06 |
| Aug 21, 2025 | 117,704.63 | -10,730.06 | 106,974.57 | 0.09 |
| Aug 20, 2025 | 108,514.8 | -10,391.55 | 98,123.25 | 0.10 |
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