iShares JP Morgan USD Eme... (EMB)
NASDAQ: EMB
· Real-Time Price · USD
95.05
-0.16 (-0.17%)
At close: Oct 06, 2025, 3:05 PM
EMB Delta Exposure By Expiry
The total Delta Exposure (DEX) for EMB across all expirations shows -5,166.5 net shares that market makers must hedge, with 494,445.31 from calls and 499,611.81 from puts. The put-call delta ratio of 1.01 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
EMB DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 35.46 | -781.61 | -746.15 | 22.04 |
| Oct 17, 25 | 1,230.2 | -932.75 | 297.45 | 0.76 |
| Oct 24, 25 | 541.52 | -1,134.28 | -592.76 | 2.09 |
| Oct 31, 25 | 121.44 | -162.14 | -40.7 | 1.34 |
| Nov 7, 25 | 0 | 0 | 0 | n/a |
| Nov 14, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 1,266.86 | -546.32 | 720.54 | 0.43 |
| Dec 19, 25 | 3,007.26 | -173,098.04 | -170,090.78 | 57.56 |
| Jan 16, 26 | 456,874.66 | -314,226.05 | 142,648.61 | 0.69 |
| Mar 20, 26 | 481.43 | 0 | 481.43 | 0.00 |
| Jan 15, 27 | 30,886.48 | -8,654.59 | 22,231.89 | 0.28 |
| Jan 21, 28 | 0 | -76.03 | -76.03 | n/a |