iShares US Treasury Bond ... (GOVT)
CBOE: GOVT
· Real-Time Price · USD
23.06
-0.03 (-0.13%)
At close: Oct 06, 2025, 11:15 AM
GOVT Delta Exposure By Expiry
The total Delta Exposure (DEX) for GOVT across all expirations shows 4,012.73 net shares that market makers must hedge, with 4,260.51 from calls and 247.78 from puts. The put-call delta ratio of 0.06 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
GOVT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 251.06 | -74.48 | 176.58 | 0.30 |
| Nov 21, 25 | 166.66 | -49.14 | 117.52 | 0.29 |
| Dec 19, 25 | 2,248.94 | -121.16 | 2,127.78 | 0.05 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 1,593.85 | -3 | 1,590.85 | 0.00 |