SPDR S&P 500 ETF Trust (SPY) ETF Daily Delta Exposure Analysis - Options Greeks - Stocknear

SPDR S&P 500 ETF Trust

AMEX: SPY · Real-Time Price · USD
658.20
0.57 (0.09%)
Sep 12, 2025, 3:45 PM - Market open

SPY Daily Delta Exposure

SPY's current Delta Exposure (DEX) is 789.3M shares, which is 123% larger than the 3M average of 353.36M shares. During this period, DEX ranged from -1.5B on Jun 25, 2025 to 806.09M on Sep 9, 2025, swinging between net long and short dealer positioning.

Created with Highcharts 11.4.8Stock PriceDeltaJun 13J…Jun 17Jun 20Jun 24Jun 26Jun 30Jul 02Jul 07Jul 09Jul 11Jul 15Jul 17Jul 21Jul 23Jul 25Jul 29Jul 31Aug 04Aug 06Aug 08Aug 12Aug 14Aug 18Aug 20Aug 22Aug 26Aug 28Sep 02Sep 04Sep 08Sep 10-2B-1B01B

SPY DEX Chart

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 10, 2025 1,447,516,515.94 -658,215,132.24 789,301,383.7 0.45
Sep 9, 2025 1,427,501,455.12 -621,406,496.82 806,094,958.3 0.44
Sep 8, 2025 1,315,374,548.1 -644,458,840.63 670,915,707.47 0.49

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