iShares MSCI EAFE ETF (EFA)
AMEX: EFA
· Real-Time Price · USD
95.28
0.20 (0.21%)
At close: Oct 06, 2025, 10:11 AM
EFA Delta Exposure By Expiry
The total Delta Exposure (DEX) for EFA across all expirations shows -3,194,890.15 net shares that market makers must hedge, with 19,897,627.36 from calls and 23,092,517.51 from puts. The put-call delta ratio of 1.16 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
EFA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 234,935.57 | -307,834.06 | -72,898.49 | 1.31 |
| Oct 17, 25 | 5,013,433.56 | -5,376,403.65 | -362,970.09 | 1.07 |
| Oct 24, 25 | 124,804.28 | -220,287.14 | -95,482.86 | 1.77 |
| Oct 31, 25 | 727,921.65 | -573,536.03 | 154,385.62 | 0.79 |
| Nov 7, 25 | 31,717.66 | -169,656.4 | -137,938.74 | 5.35 |
| Nov 14, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 1,721,631.81 | -3,993,404.38 | -2,271,772.57 | 2.32 |
| Nov 28, 25 | 407,253.56 | -1,425,177.04 | -1,017,923.48 | 3.50 |
| Dec 19, 25 | 5,182,598.93 | -2,840,360.76 | 2,342,238.17 | 0.55 |
| Dec 31, 25 | 632,408.06 | -476,211.92 | 156,196.14 | 0.75 |
| Jan 16, 26 | 2,797,621.68 | -3,790,669.56 | -993,047.88 | 1.35 |
| Mar 20, 26 | 1,873,982.64 | -2,170,208.97 | -296,226.33 | 1.16 |
| Mar 31, 26 | 63,856.07 | -152,805.48 | -88,949.41 | 2.39 |
| Jun 18, 26 | 195,271.76 | -624,667.8 | -429,396.04 | 3.20 |
| Jun 30, 26 | 25,172.69 | -8,215.61 | 16,957.08 | 0.33 |
| Sep 18, 26 | 202,989.41 | -369,329.11 | -166,339.7 | 1.82 |
| Sep 30, 26 | 0 | 0 | 0 | n/a |
| Dec 18, 26 | 203,355.09 | -112,236.55 | 91,118.54 | 0.55 |
| Jan 15, 27 | 451,614.75 | -480,862.51 | -29,247.76 | 1.06 |
| Jan 21, 28 | 7,058.19 | -650.54 | 6,407.65 | 0.09 |