Goldman Sachs Physical Gold ETF (AAAU) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Goldman Sachs Physical Go...

CBOE: AAAU · Real-Time Price · USD
39.09
0.73 (1.90%)
At close: Oct 06, 2025, 3:59 PM

AAAU Delta Exposure By Expiry

The total Delta Exposure (DEX) for AAAU across all expirations shows 38,214.46 net shares that market makers must hedge, with 42,299.01 from calls and 4,084.55 from puts. The put-call delta ratio of 0.10 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

AAAU DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 4,482.74 -2,387.67 2,095.07 0.53
Nov 21, 25 841.94 -191.8 650.14 0.23
Dec 19, 25 24,861.08 -298 24,563.08 0.01
Mar 20, 26 12,113.25 -1,207.08 10,906.17 0.10