(XRT)
AMEX: XRT
· Real-Time Price · USD
83.23
-0.55 (-0.65%)
At close: Aug 21, 2025, 3:59 PM
XRT Delta Exposure By Expiry
The total Delta Exposure (DEX) for XRT across all expirations shows 69,174.28 net shares that market makers must hedge, with 3,717,785.24 from calls and 3,648,610.96 from puts. The put-call delta ratio of 0.98 suggests neutral market maker positioning. The largest delta concentration at Oct 17, 25 with -294,987.59 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Aug 29, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
XRT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 29, 25 | 318,278.98 | -425,530.36 | -107,251.38 | 1.34 |
| Sep 5, 25 | 29,230.35 | -12,778.99 | 16,451.36 | 0.44 |
| Sep 12, 25 | 20,092.03 | -10,363.79 | 9,728.24 | 0.52 |
| Sep 19, 25 | 2,167,091.43 | -1,909,308.4 | 257,783.03 | 0.88 |
| Sep 26, 25 | 11,135.53 | -15,256.91 | -4,121.38 | 1.37 |
| Oct 3, 25 | 0 | 0 | 0 | n/a |
| Oct 17, 25 | 11,477.88 | -306,465.47 | -294,987.59 | 26.70 |
| Nov 21, 25 | 3,869.18 | -60,111.55 | -56,242.37 | 15.54 |
| Dec 19, 25 | 54,757.04 | -158,726.59 | -103,969.55 | 2.90 |
| Jan 16, 26 | 906,237.73 | -613,070.3 | 293,167.43 | 0.68 |
| Mar 20, 26 | 16,634.5 | -37,205.84 | -20,571.34 | 2.24 |
| Jun 18, 26 | 45,583.63 | -24,262.19 | 21,321.44 | 0.53 |
| Jan 15, 27 | 133,396.96 | -75,530.57 | 57,866.39 | 0.57 |