Invesco S&P 500 Low Volatility ETF (SPLV) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

Invesco S&P 500 Low Volat...

AMEX: SPLV · Real-Time Price · USD
73.02
0.32 (0.44%)
At close: Oct 03, 2025, 3:59 PM
73.00
-0.03%
Pre-market: Oct 06, 2025, 08:27 AM EDT

SPLV Delta Exposure By Expiry

The total Delta Exposure (DEX) for SPLV across all expirations shows 8,643.01 net shares that market makers must hedge, with 46,133.62 from calls and 37,490.61 from puts. The put-call delta ratio of 0.81 suggests neutral market maker positioning.

SPLV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 12,436.64 -876.37 11,560.27 0.07
Nov 21, 25 1,766.31 -127.07 1,639.24 0.07
Dec 19, 25 26,217.86 -30,335.33 -4,117.47 1.16
Jan 16, 26 0 0 0 n/a
Mar 20, 26 5,712.81 -6,151.84 -439.03 1.08