iShares US Financials ETF (IYF) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares US Financials ETF

AMEX: IYF · Real-Time Price · USD
125.64
0.92 (0.74%)
At close: Oct 03, 2025, 3:59 PM
125.67
0.02%
After-hours: Oct 03, 2025, 05:42 PM EDT

IYF Delta Exposure By Expiry

The total Delta Exposure (DEX) for IYF across all expirations shows 8,823.51 net shares that market makers must hedge, with 18,306.22 from calls and 9,482.71 from puts. The put-call delta ratio of 0.52 suggests neutral market maker positioning.

IYF DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 298.49 -308.4 -9.91 1.03
Nov 21, 25 15,286.38 -5,527.69 9,758.69 0.36
Feb 20, 26 2,537.55 -3,218.04 -680.49 1.27
May 15, 26 183.8 -428.58 -244.78 2.33