(IGV) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

undefined: IGV · Real-Time Price · USD
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IGV Delta Exposure By Expiry

The total Delta Exposure (DEX) for IGV across all expirations shows 813,921.28 net shares that market makers must hedge, with 2,206,117.47 from calls and 1,392,196.19 from puts. The put-call delta ratio of 0.63 suggests neutral market maker positioning.

IGV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 10, 25 18,345.27 -24,982.58 -6,637.31 1.36
Oct 17, 25 199,107.3 -330,046.72 -130,939.42 1.66
Oct 24, 25 8,444.48 -1,113.2 7,331.28 0.13
Oct 31, 25 6,423.44 -44,444.46 -38,021.02 6.92
Nov 7, 25 1,133.03 -51.56 1,081.47 0.05
Nov 14, 25 0 0 0 n/a
Nov 21, 25 809,766.58 -683,223.28 126,543.3 0.84
Jan 16, 26 484,947.05 -235,367.13 249,579.92 0.49
Feb 20, 26 407,914.51 -49,887.5 358,027.01 0.12
May 15, 26 5,884.45 -435.2 5,449.25 0.07
Jun 18, 26 23,676.9 -8,227.08 15,449.82 0.35
Jan 15, 27 237,029.43 -14,417.48 222,611.95 0.06
Jan 21, 28 3,445.03 0 3,445.03 0.00