PIMCO 25+ Year Zero Coupo... (ZROZ)
ZROZ Daily Delta Exposure
ZROZ's current Delta Exposure (DEX) is 32.18K shares, which is 13% larger than the 3M average of 28.59K shares. During this period, DEX ranged from -79.46K on Jun 25, 2025 to 63.45K on Jun 30, 2025, swinging between net long and short dealer positioning. Delta exposure has been decreasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 0.64 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 3, 2025 | 89,375.89 | -57,191.03 | 32,184.86 | 0.64 |
| Sep 2, 2025 | 72,377.78 | -54,004.93 | 18,372.85 | 0.75 |
| Aug 29, 2025 | 71,870.01 | -61,684.2 | 10,185.81 | 0.86 |
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