iShares Russell Mid-Cap E... (IWR)
IWR Daily Delta Exposure
IWR's current Delta Exposure (DEX) is 106.97K shares, which is 35% larger than the 3M average of 78.98K shares. During this period, DEX ranged from 42.73K on May 30, 2025 to 106.97K on Aug 21, 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 0.09 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 21, 2025 | 117,704.63 | -10,730.06 | 106,974.57 | 0.09 |
| Aug 20, 2025 | 108,514.8 | -10,391.55 | 98,123.25 | 0.10 |
| Aug 19, 2025 | 110,874.72 | -10,152.57 | 100,722.15 | 0.09 |
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