iShares Semiconductor ETF (SOXX) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares Semiconductor ETF

NASDAQ: SOXX · Real-Time Price · USD
279.96
-1.73 (-0.61%)
At close: Oct 03, 2025, 3:59 PM
279.94
-0.01%
After-hours: Oct 03, 2025, 07:59 PM EDT

SOXX Delta Exposure By Expiry

The total Delta Exposure (DEX) for SOXX across all expirations shows 2,866,728.23 net shares that market makers must hedge, with 6,520,881.5 from calls and 3,654,153.27 from puts. The put-call delta ratio of 0.56 suggests neutral market maker positioning.

SOXX DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 10, 25 119,625.09 -412,693.23 -293,068.14 3.45
Oct 17, 25 2,499,967.73 -1,265,068.96 1,234,898.77 0.51
Oct 24, 25 11,961.54 -127,686.4 -115,724.86 10.67
Oct 31, 25 11,779.46 -229,699.98 -217,920.52 19.50
Nov 7, 25 872.72 -279.96 592.76 0.32
Nov 14, 25 0 0 0 n/a
Nov 21, 25 170,530.65 -602,000.1 -431,469.45 3.53
Jan 16, 26 2,426,395.77 -440,289.75 1,986,106.02 0.18
Feb 20, 26 60,854.28 -14,855.27 45,999.01 0.24
Mar 20, 26 155,378.55 -225,304.25 -69,925.7 1.45
Apr 17, 26 13,046.71 -19,965.13 -6,918.42 1.53
Jun 18, 26 217,144.19 -180,704.38 36,439.81 0.83
Jan 15, 27 816,122.54 -130,453.75 685,668.79 0.16
Jan 21, 28 17,202.27 -5,152.11 12,050.16 0.30