iShares 0-5 Year TIPS Bond ETF (STIP) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

iShares 0-5 Year TIPS Bon...

AMEX: STIP · Real-Time Price · USD
103.15
0.00 (0.00%)
At close: Oct 06, 2025, 2:15 PM

STIP Delta Exposure By Expiry

The total Delta Exposure (DEX) for STIP across all expirations shows 3,504.12 net shares that market makers must hedge, with 3,762.63 from calls and 258.51 from puts. The put-call delta ratio of 0.07 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

STIP DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 0 0 0 n/a
Nov 21, 25 1,701.08 -258.51 1,442.57 0.15
Feb 20, 26 2,061.55 0 2,061.55 0.00
May 15, 26 0 0 0 n/a