Avantis Emerging Markets Equity ETF (AVEM) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Avantis Emerging Markets ...

AMEX: AVEM · Real-Time Price · USD
71.14
-0.45 (-0.63%)
At close: Aug 29, 2025, 3:59 PM
70.88
-0.37%
After-hours: Aug 29, 2025, 06:01 PM EDT

AVEM Delta Exposure By Expiry

The total Delta Exposure (DEX) for AVEM across all expirations shows 1,025.5 net shares that market makers must hedge, with 1,052.24 from calls and 26.74 from puts. The put-call delta ratio of 0.03 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Feb 20, 26 with 658.6 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.

AVEM DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 0 -26.74 -26.74 n/a
Oct 17, 25 0 0 0 n/a
Nov 21, 25 393.64 0 393.64 0.00
Feb 20, 26 658.6 0 658.6 0.00