Xtrackers Harvest CSI 500... (ASHS)
AMEX: ASHS
· Real-Time Price · USD
34.79
1.03 (3.04%)
At close: Aug 22, 2025, 12:30 PM
ASHS Delta Exposure By Expiry
The total Delta Exposure (DEX) for ASHS across all expirations shows 6,919.23 net shares that market makers must hedge, with 17,008.86 from calls and 10,089.63 from puts. The put-call delta ratio of 0.59 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 8,258.83 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.
ASHS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 10,639.01 | -2,380.18 | 8,258.83 | 0.22 |
| Oct 17, 25 | 308.94 | -823.53 | -514.59 | 2.67 |
| Dec 19, 25 | 1,433.13 | -993.5 | 439.63 | 0.69 |
| Jan 16, 26 | 4,131.82 | 0 | 4,131.82 | 0.00 |
| Mar 20, 26 | 495.96 | -5,892.42 | -5,396.46 | 11.88 |