iShares MSCI USA Quality Factor ETF (QUAL) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

iShares MSCI USA Quality ...

CBOE: QUAL · Real-Time Price · USD
196.49
0.13 (0.07%)
At close: Oct 03, 2025, 3:59 PM

QUAL Daily Delta Exposure

QUAL's current Delta Exposure (DEX) is 26.07K shares, which is 22% larger than the 3M average of 21.32K shares. During this period, DEX ranged from 13.13K on Jul 15, 2025 to 27.06K on Sep 25, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Oct 3, 2025 30,364.6 -4,299.44 26,065.16 0.14
Oct 2, 2025 28,907 -4,052 24,855 0.14
Oct 1, 2025 29,099.25 -2,654.14 26,445.11 0.09

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