ProShares - Bitcoin ETF (BITO) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

ProShares - Bitcoin ETF

AMEX: BITO · Real-Time Price · USD
20.75
0.46 (2.27%)
At close: Oct 06, 2025, 3:59 PM
20.69
-0.31%
After-hours: Oct 06, 2025, 07:08 PM EDT

BITO Delta Exposure By Expiry

The total Delta Exposure (DEX) for BITO across all expirations shows -196,649.16 net shares that market makers must hedge, with 1,197,491.24 from calls and 1,394,140.4 from puts. The put-call delta ratio of 1.16 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

BITO DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 10, 25 53,156.19 -20,333.15 32,823.04 0.38
Oct 17, 25 87,031.68 -52,101.87 34,929.81 0.60
Oct 24, 25 30,232.17 -13,582.91 16,649.26 0.45
Oct 31, 25 54,257.5 -9,430.01 44,827.49 0.17
Nov 7, 25 12,955.64 -3,451.97 9,503.67 0.27
Nov 14, 25 334.53 0 334.53 0.00
Nov 21, 25 14,521.42 -14,693.45 -172.03 1.01
Dec 19, 25 106,581.29 -105,077.52 1,503.77 0.99
Dec 31, 25 72,805.76 -73,953.01 -1,147.25 1.02
Jan 16, 26 439,914.5 -710,711.7 -270,797.2 1.62
Mar 20, 26 24,495.88 -15,335.54 9,160.34 0.63
Mar 31, 26 11,369.99 -58,235.55 -46,865.56 5.12
Jun 30, 26 10,748.86 -5,172.65 5,576.21 0.48
Sep 30, 26 54.79 -20.29 34.5 0.37
Jan 15, 27 264,489.43 -303,848.87 -39,359.44 1.15
Jan 21, 28 14,541.61 -8,191.91 6,349.7 0.56