iShares MSCI Canada ETF (EWC) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares MSCI Canada ETF

AMEX: EWC · Real-Time Price · USD
51.27
0.03 (0.06%)
At close: Oct 06, 2025, 3:59 PM
51.41
0.26%
After-hours: Oct 06, 2025, 05:43 PM EDT

EWC Delta Exposure By Expiry

The total Delta Exposure (DEX) for EWC across all expirations shows -1,263,886.79 net shares that market makers must hedge, with 1,995,273.65 from calls and 3,259,160.44 from puts. The put-call delta ratio of 1.63 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

EWC DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 11,006.59 -158,735.21 -147,728.62 14.42
Nov 21, 25 2,347.63 -84,511.11 -82,163.48 36.00
Dec 19, 25 19,795.15 -56,114.93 -36,319.78 2.83
Jan 16, 26 610,869.99 -479,464.18 131,405.81 0.78
Mar 20, 26 30,807.36 -30,071.2 736.16 0.98
Jun 18, 26 62,376.12 -302,951.85 -240,575.73 4.86
Jan 15, 27 965,570.53 -1,622,601.96 -657,031.43 1.68
Dec 17, 27 292,500.28 -208,979.92 83,520.36 0.71
Jan 21, 28 0 -315,730.08 -315,730.08 n/a