VanEck Semiconductor ETF (SMH) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

VanEck Semiconductor ETF

NASDAQ: SMH · Real-Time Price · USD
333.69
7.33 (2.25%)
At close: Oct 01, 2025, 3:59 PM
337.57
1.16%
Pre-market: Oct 02, 2025, 06:29 AM EDT

SMH Daily Delta Exposure

SMH's current Delta Exposure (DEX) is 21.1M shares, which is 12% smaller than the 3M average of 24.11M shares. During this period, DEX ranged from 18.17M on Sep 3, 2025 to 32.15M on Sep 16, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Oct 1, 2025 54,576,875.51 -33,475,013.44 21,101,862.07 0.61
Sep 30, 2025 51,710,347.11 -31,599,283.84 20,111,063.27 0.61
Sep 29, 2025 50,000,735.37 -29,744,048.33 20,256,687.04 0.59

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