Invesco RAFI US 1000 ETF (PRF) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Invesco RAFI US 1000 ETF

AMEX: PRF · Real-Time Price · USD
45.59
0.01 (0.02%)
At close: Oct 06, 2025, 3:59 PM
45.61
0.04%
After-hours: Oct 06, 2025, 06:21 PM EDT

PRF Delta Exposure By Expiry

The total Delta Exposure (DEX) for PRF across all expirations shows -114.39 net shares that market makers must hedge, with 102.02 from calls and 216.41 from puts. The put-call delta ratio of 2.12 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

PRF DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 0 0 0 n/a
Nov 21, 25 0 0 0 n/a
Dec 19, 25 68.97 -202.93 -133.96 2.94
Mar 20, 26 33.05 -13.48 19.57 0.41