iShares SP Mid-Cap 400 Value ETF (IJJ) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares SP Mid-Cap 400 Va...

AMEX: IJJ · Real-Time Price · USD
131.15
0.05 (0.04%)
At close: Oct 06, 2025, 3:59 PM
130.43
-0.55%
After-hours: Oct 06, 2025, 06:26 PM EDT

IJJ Delta Exposure By Expiry

The total Delta Exposure (DEX) for IJJ across all expirations shows 2,157.9 net shares that market makers must hedge, with 3,152.62 from calls and 994.72 from puts. The put-call delta ratio of 0.32 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

IJJ DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 109.21 -47.67 61.54 0.44
Nov 21, 25 0 0 0 n/a
Dec 19, 25 267.7 -947.05 -679.35 3.54
Mar 20, 26 2,775.71 0 2,775.71 0.00