iShares Biotechnology ETF (IBB) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares Biotechnology ETF

NASDAQ: IBB · Real-Time Price · USD
151.00
1.38 (0.92%)
At close: Oct 03, 2025, 3:59 PM
151.30
0.20%
After-hours: Oct 03, 2025, 07:17 PM EDT

IBB Delta Exposure By Expiry

The total Delta Exposure (DEX) for IBB across all expirations shows 701,653.84 net shares that market makers must hedge, with 2,204,634.58 from calls and 1,502,980.74 from puts. The put-call delta ratio of 0.68 suggests neutral market maker positioning.

IBB DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 436,150.24 -293,487.08 142,663.16 0.67
Nov 21, 25 813,822.46 -611,481.11 202,341.35 0.75
Dec 19, 25 210,038.09 -66,033.9 144,004.19 0.31
Jan 16, 26 609,104.9 -434,738.13 174,366.77 0.71
Feb 20, 26 13,611.68 -16,663.28 -3,051.6 1.22
Mar 20, 26 46,488.83 -34,775.23 11,713.6 0.75
Dec 18, 26 14,057.66 -3,570.41 10,487.25 0.25
Jan 15, 27 53,908.19 -30,131.53 23,776.66 0.56
Dec 17, 27 5,642.53 -11,933.64 -6,291.11 2.11
Jan 21, 28 1,810 -166.43 1,643.57 0.09