(IJJ)
AMEX: IJJ
· Real-Time Price · USD
130.76
4.00 (3.16%)
At close: Aug 22, 2025, 3:59 PM
130.69
-0.06%
After-hours: Aug 22, 2025, 05:51 PM EDT
IJJ Delta Exposure By Expiry
The total Delta Exposure (DEX) for IJJ across all expirations shows 219.19 net shares that market makers must hedge, with 872.46 from calls and 653.27 from puts. The put-call delta ratio of 0.75 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 658.23 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
IJJ DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 658.23 | 0 | 658.23 | 0.00 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 214.23 | -653.27 | -439.04 | 3.05 |
| Mar 20, 26 | 0 | 0 | 0 | n/a |