iShares Core SP Total US ... (ITOT)
AMEX: ITOT
· Real-Time Price · USD
139.41
-0.35 (-0.25%)
At close: Aug 20, 2025, 3:59 PM
139.57
0.11%
After-hours: Aug 20, 2025, 07:52 PM EDT
ITOT Delta Exposure By Expiry
The total Delta Exposure (DEX) for ITOT across all expirations shows 100,902.87 net shares that market makers must hedge, with 110,911.53 from calls and 10,008.66 from puts. The put-call delta ratio of 0.09 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Oct 17, 25 with 41,998.59 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.
ITOT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 12,326.47 | -1,908.51 | 10,417.96 | 0.15 |
| Oct 17, 25 | 47,348.56 | -5,349.97 | 41,998.59 | 0.11 |
| Dec 19, 25 | 31,131 | 0 | 31,131 | 0.00 |
| Jan 16, 26 | 19,871.91 | -2,750.18 | 17,121.73 | 0.14 |
| Apr 17, 26 | 233.59 | 0 | 233.59 | 0.00 |