ProShares - UltraShort S&P500 (SDS) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

ProShares - UltraShort S&...

AMEX: SDS · Real-Time Price · USD
14.29
-0.05 (-0.35%)
At close: Oct 06, 2025, 9:51 AM

SDS Delta Exposure By Expiry

The total Delta Exposure (DEX) for SDS across all expirations shows 22,754.67 net shares that market makers must hedge, with 196,219.9 from calls and 173,465.23 from puts. The put-call delta ratio of 0.88 suggests neutral market maker positioning.

SDS DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 67,747.32 -4,774.31 62,973.01 0.07
Nov 21, 25 9,840.79 -146.92 9,693.87 0.01
Dec 19, 25 32,364.1 -1,870.35 30,493.75 0.06
Jan 16, 26 40,109.58 -100,024.84 -59,915.26 2.49
Mar 20, 26 26,997.85 -1,161.95 25,835.9 0.04
Jan 15, 27 19,024.56 -65,288.11 -46,263.55 3.43
Jan 21, 28 135.7 -198.75 -63.05 1.46