iShares Core SP 500 ETF (IVV) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares Core SP 500 ETF

AMEX: IVV · Real-Time Price · USD
674.89
2.47 (0.37%)
At close: Oct 06, 2025, 3:59 PM
676.09
0.18%
Pre-market: Oct 07, 2025, 09:13 AM EDT

IVV Delta Exposure By Expiry

The total Delta Exposure (DEX) for IVV across all expirations shows 6,742,096.79 net shares that market makers must hedge, with 8,120,173.51 from calls and 1,378,076.72 from puts. The put-call delta ratio of 0.17 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

IVV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 10, 25 46,353.18 -109,563.8 -63,210.62 2.36
Oct 17, 25 701,871.31 -76,376.23 625,495.08 0.11
Oct 24, 25 18,889.76 -88,411.49 -69,521.73 4.68
Oct 31, 25 16,355.74 -80,523.82 -64,168.08 4.92
Nov 7, 25 7,497.22 -3,179.29 4,317.93 0.42
Nov 14, 25 140.51 -35.9 104.61 0.26
Nov 21, 25 535,031.74 -67,131.1 467,900.64 0.13
Dec 19, 25 4,859,376.46 -107,057.47 4,752,318.99 0.02
Jan 16, 26 437,018.27 -146,660.89 290,357.38 0.34
Feb 20, 26 230,762.09 -116,593.73 114,168.36 0.51
Mar 20, 26 312,678.18 -72,516.54 240,161.64 0.23
Apr 17, 26 357,648.68 -67,246.89 290,401.79 0.19
Jun 18, 26 498,903.04 -249,542.41 249,360.63 0.50
Jan 15, 27 52,884.85 -134,054.84 -81,169.99 2.53
Jan 21, 28 44,762.48 -59,182.32 -14,419.84 1.32