(IJR)
AMEX: IJR
· Real-Time Price · USD
114.72
0.11 (0.10%)
At close: Aug 19, 2025, 3:59 PM
114.50
-0.19%
After-hours: Aug 19, 2025, 07:55 PM EDT
IJR Delta Exposure By Expiry
The total Delta Exposure (DEX) for IJR across all expirations shows 291,667.54 net shares that market makers must hedge, with 357,765.45 from calls and 66,097.91 from puts. The put-call delta ratio of 0.18 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 138,657.25 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.
IJR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 71,586.48 | -21,517.66 | 50,068.82 | 0.30 |
| Oct 17, 25 | 866.33 | -186.6 | 679.73 | 0.22 |
| Nov 21, 25 | 49,530.92 | -10,234.15 | 39,296.77 | 0.21 |
| Jan 16, 26 | 164,487.69 | -25,830.44 | 138,657.25 | 0.16 |
| Feb 20, 26 | 6,682.72 | -2,687.19 | 3,995.53 | 0.40 |
| Jan 15, 27 | 64,611.31 | -5,641.87 | 58,969.44 | 0.09 |