Dimensional - US Small Ca... (DFSV)
AMEX: DFSV
· Real-Time Price · USD
32.17
0.08 (0.25%)
At close: Aug 26, 2025, 3:59 PM
31.65
-1.62%
After-hours: Aug 26, 2025, 07:45 PM EDT
DFSV Delta Exposure By Expiry
The total Delta Exposure (DEX) for DFSV across all expirations shows 70.63 net shares that market makers must hedge, with 308.33 from calls and 237.7 from puts. The put-call delta ratio of 0.77 suggests neutral market maker positioning. The largest delta concentration at Jan 16, 26 with 53.52 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.
DFSV DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 226.45 | -233.63 | -7.18 | 1.03 |
| Oct 17, 25 | 28.36 | -4.07 | 24.29 | 0.14 |
| Jan 16, 26 | 53.52 | 0 | 53.52 | 0.00 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |