iShares Floating Rate Bon... (FLOT)
CBOE: FLOT
· Real-Time Price · USD
51.07
0.05 (0.11%)
At close: Sep 26, 2025, 3:59 PM
FLOT Delta Exposure By Expiry
The total Delta Exposure (DEX) for FLOT across all expirations shows -95.53 net shares that market makers must hedge, with 58.68 from calls and 154.21 from puts. The put-call delta ratio of 2.63 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
FLOT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 58.68 | -154.21 | -95.53 | 2.63 |