Dimensional - US Large Cap Value ETF (DFLV) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Dimensional - US Large Ca...

AMEX: DFLV · Real-Time Price · USD
33.13
0.01 (0.03%)
At close: Oct 06, 2025, 3:59 PM
33.14
0.03%
After-hours: Oct 06, 2025, 05:29 PM EDT

DFLV Delta Exposure By Expiry

The total Delta Exposure (DEX) for DFLV across all expirations shows -33.09 net shares that market makers must hedge, with 126.67 from calls and 159.76 from puts. The put-call delta ratio of 1.26 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

DFLV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 126.67 -98.83 27.84 0.78
Nov 21, 25 0 -49.81 -49.81 n/a
Jan 16, 26 0 -11.12 -11.12 n/a
Apr 17, 26 0 0 0 n/a