Schwab U.S. Large-Cap Value ETF (SCHV) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Schwab U.S. Large-Cap Val...

AMEX: SCHV · Real-Time Price · USD
28.66
-0.08 (-0.28%)
At close: Sep 05, 2025, 3:59 PM
28.70
0.14%
After-hours: Sep 05, 2025, 07:25 PM EDT

SCHV Delta Exposure By Expiry

The total Delta Exposure (DEX) for SCHV across all expirations shows -881.2 net shares that market makers must hedge, with 479.1 from calls and 1,360.3 from puts. The put-call delta ratio of 2.84 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

SCHV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 335.17 -782.01 -446.84 2.33
Oct 17, 25 0 0 0 n/a
Dec 19, 25 93.04 -569.94 -476.9 6.13
Mar 20, 26 50.89 -8.35 42.54 0.16