Invesco S&P 500 Equal Wei... (RSP)
AMEX: RSP
· Real-Time Price · USD
188.60
1.88 (1.01%)
At close: Sep 26, 2025, 3:59 PM
188.60
0.00%
After-hours: Sep 26, 2025, 07:28 PM EDT
RSP Delta Exposure By Expiry
The total Delta Exposure (DEX) for RSP across all expirations shows 2,163,239.58 net shares that market makers must hedge, with 8,274,183.44 from calls and 6,110,943.86 from puts. The put-call delta ratio of 0.74 suggests neutral market maker positioning.
RSP DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 3, 25 | 68,309.74 | -63,707.71 | 4,602.03 | 0.93 |
Oct 10, 25 | 22,333.67 | -62,571.48 | -40,237.81 | 2.80 |
Oct 17, 25 | 1,286,968.44 | -282,261.27 | 1,004,707.17 | 0.22 |
Oct 24, 25 | 5,189.08 | -9,158.63 | -3,969.55 | 1.76 |
Oct 31, 25 | 4,886.54 | -5,884.84 | -998.3 | 1.20 |
Nov 7, 25 | 0 | 0 | 0 | n/a |
Nov 21, 25 | 168,781.84 | -349,193.5 | -180,411.66 | 2.07 |
Dec 19, 25 | 2,470,018.86 | -3,151,880.5 | -681,861.64 | 1.28 |
Jan 16, 26 | 2,973,478.94 | -1,110,617.57 | 1,862,861.37 | 0.37 |
Mar 20, 26 | 138,892.21 | -216,184.46 | -77,292.25 | 1.56 |
Jan 15, 27 | 1,132,064.12 | -858,665.95 | 273,398.17 | 0.76 |
Jan 21, 28 | 3,260 | -817.95 | 2,442.05 | 0.25 |