iShares Convertible Bond ... (ICVT)
CBOE: ICVT
· Real-Time Price · USD
102.51
0.72 (0.71%)
At close: Oct 06, 2025, 12:52 PM
ICVT Daily Delta Exposure
ICVT's current Delta Exposure (DEX) is 2.88K shares, which is 4% smaller than the 3M average of 2.99K shares. During this period, DEX ranged from 2.3K on Aug 19, 2025 to 3.55K on Aug 15, 2025, with dealers maintaining net short exposure requiring continuous hedging.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 22, 2025 | 3,788.79 | -907.6 | 2,881.19 | 0.24 |
| Sep 17, 2025 | 4,419.42 | -890.74 | 3,528.68 | 0.20 |
| Aug 26, 2025 | 3,852.41 | -1,071.52 | 2,780.89 | 0.28 |
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