Health Care Select Sector SPDR Fund (XLV) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

Health Care Select Sector...

AMEX: XLV · Real-Time Price · USD
137.01
-0.55 (-0.40%)
At close: Sep 03, 2025, 9:48 AM

XLV Daily Delta Exposure

XLV's current Delta Exposure (DEX) is 3.09M shares, which is 421% larger than the 3M average of -592.73K shares. During this period, DEX ranged from -6.16M on Aug 7, 2025 to 4.51M on Aug 22, 2025, swinging between net long and short dealer positioning. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 0.67 shows bullish call positioning but leaves the market vulnerable to pullbacks. Moderate DEX levels suggest normal market maker hedging activity.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 2, 2025 9,339,683.25 -6,253,002.87 3,086,680.38 0.67
Aug 29, 2025 9,127,645.35 -5,963,077.11 3,164,568.24 0.65
Aug 28, 2025 8,191,236.76 -6,221,277.94 1,969,958.82 0.76

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