WisdomTree U.S. Value Fund (WTV) ETF Delta Exposure by Expiration - Options Greeks Analysis - Stocknear

WisdomTree U.S. Value Fun...

AMEX: WTV · Real-Time Price · USD
91.63
0.04 (0.04%)
At close: Oct 06, 2025, 10:55 AM

WTV Delta Exposure By Expiry

The total Delta Exposure (DEX) for WTV across all expirations shows -642.47 net shares that market makers must hedge, with 71.61 from calls and 714.08 from puts. The put-call delta ratio of 9.97 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

WTV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 0 -644.85 -644.85 n/a
Nov 21, 25 0 -45.38 -45.38 n/a
Jan 16, 26 0 0 0 n/a
Feb 20, 26 71.61 -23.85 47.76 0.33
May 15, 26 0 0 0 n/a