iShares Convertible Bond ... (ICVT)
CBOE: ICVT
· Real-Time Price · USD
102.50
0.71 (0.70%)
At close: Oct 06, 2025, 2:58 PM
ICVT Delta Exposure By Expiry
The total Delta Exposure (DEX) for ICVT across all expirations shows 3,599.67 net shares that market makers must hedge, with 4,524.09 from calls and 924.42 from puts. The put-call delta ratio of 0.20 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
ICVT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 0 | -101.33 | -101.33 | n/a |
| Nov 21, 25 | 2,857.21 | -572.05 | 2,285.16 | 0.20 |
| Jan 16, 26 | 870.32 | 0 | 870.32 | 0.00 |
| Feb 20, 26 | 709.88 | -251.04 | 458.84 | 0.35 |
| May 15, 26 | 86.68 | 0 | 86.68 | 0.00 |