iShares SP 100 ETF (OEF)
OEF Daily Delta Exposure
OEF's current Delta Exposure (DEX) is 133.56K shares, which is 92% larger than the 3M average of 69.61K shares. During this period, DEX ranged from 16.96K on Jun 2, 2025 to 148.68K on Aug 28, 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 0.13 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 29, 2025 | 153,411.07 | -19,847.35 | 133,563.72 | 0.13 |
| Aug 28, 2025 | 161,603.29 | -12,926.69 | 148,676.6 | 0.08 |
| Aug 27, 2025 | 147,581.2 | -19,699.1 | 127,882.1 | 0.13 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.