iShares Core SP Small-Cap... (IJR)
AMEX: IJR
· Real-Time Price · USD
118.75
0.97 (0.82%)
At close: Aug 27, 2025, 3:59 PM
117.70
-0.88%
After-hours: Aug 27, 2025, 07:56 PM EDT
IJR Delta Exposure By Expiry
The total Delta Exposure (DEX) for IJR across all expirations shows 465,358.69 net shares that market makers must hedge, with 522,027.63 from calls and 56,668.94 from puts. The put-call delta ratio of 0.11 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 171,438.1 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
IJR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 160,879.15 | -15,051.42 | 145,827.73 | 0.09 |
| Oct 17, 25 | 15,983.93 | -1,077.73 | 14,906.2 | 0.07 |
| Nov 21, 25 | 69,370.35 | -9,724.75 | 59,645.6 | 0.14 |
| Jan 16, 26 | 193,551.63 | -22,113.53 | 171,438.1 | 0.11 |
| Feb 20, 26 | 9,532.35 | -3,634.89 | 5,897.46 | 0.38 |
| Jan 15, 27 | 72,710.22 | -5,066.62 | 67,643.6 | 0.07 |