iShares Core SP Total US Stock Market ETF (ITOT) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares Core SP Total US ...

AMEX: ITOT · Real-Time Price · USD
146.96
0.47 (0.32%)
At close: Oct 06, 2025, 10:52 AM

ITOT Delta Exposure By Expiry

The total Delta Exposure (DEX) for ITOT across all expirations shows 93,873.06 net shares that market makers must hedge, with 109,447.32 from calls and 15,574.26 from puts. The put-call delta ratio of 0.14 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

ITOT DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 42,271.46 -6,936.15 35,335.31 0.16
Nov 21, 25 3,220.48 -564.76 2,655.72 0.18
Dec 19, 25 31,131 0 31,131 0.00
Jan 16, 26 22,178.88 -3,206.29 18,972.59 0.14
Apr 17, 26 10,645.5 -4,867.06 5,778.44 0.46