Virtus InfraCap U.S. Preferred Stock ETF (PFFA) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Virtus InfraCap U.S. Pref...

AMEX: PFFA · Real-Time Price · USD
21.93
0.06 (0.27%)
At close: Oct 03, 2025, 3:59 PM
22.10
0.75%
Pre-market: Oct 06, 2025, 08:14 AM EDT

PFFA Delta Exposure By Expiry

The total Delta Exposure (DEX) for PFFA across all expirations shows -1,054.01 net shares that market makers must hedge, with 5,186.55 from calls and 6,240.56 from puts. The put-call delta ratio of 1.20 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

PFFA DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 156.1 -3,681.3 -3,525.2 23.58
Nov 21, 25 21.93 -862.7 -840.77 39.34
Dec 19, 25 2,070.12 -1,032.45 1,037.67 0.50
Jan 16, 26 0 0 0 n/a
Mar 20, 26 2,938.4 -664.11 2,274.29 0.23
Jun 18, 26 0 0 0 n/a