Simplify MBS ETF (MTBA)
AMEX: MTBA
· Real-Time Price · USD
50.36
-0.01 (-0.02%)
At close: Aug 25, 2025, 3:59 PM
50.36
0.00%
After-hours: Aug 25, 2025, 05:05 PM EDT
MTBA Delta Exposure By Expiry
The total Delta Exposure (DEX) for MTBA across all expirations shows 108.97 net shares that market makers must hedge, with 603.47 from calls and 494.5 from puts. The put-call delta ratio of 0.82 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 56.44 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.
MTBA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 550.94 | -494.5 | 56.44 | 0.90 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 52.53 | 0 | 52.53 | 0.00 |
| Mar 20, 26 | 0 | 0 | 0 | n/a |