iShares Core SP Small-Cap... (IJR)
IJR Daily Delta Exposure
IJR's current Delta Exposure (DEX) is 478.85K shares, which is 154% larger than the 3M average of 188.42K shares. During this period, DEX ranged from 110.65K on Jun 2, 2025 to 478.85K on Aug 22, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.10 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 22, 2025 | 532,838.56 | -53,991 | 478,847.56 | 0.10 |
| Aug 21, 2025 | 388,332.14 | -72,469.09 | 315,863.05 | 0.19 |
| Aug 20, 2025 | 388,617.19 | -71,718.19 | 316,899 | 0.18 |
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