PIMCO 25+ Year Zero Coupo... (ZROZ)
AMEX: ZROZ
· Real-Time Price · USD
68.91
0.58 (0.85%)
At close: Sep 11, 2025, 1:56 PM
ZROZ Delta Exposure By Expiry
The total Delta Exposure (DEX) for ZROZ across all expirations shows 165,091.49 net shares that market makers must hedge, with 198,217.25 from calls and 33,125.76 from puts. The put-call delta ratio of 0.17 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
ZROZ DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 78,791.15 | -11,958.45 | 66,832.7 | 0.15 |
| Oct 17, 25 | 13,950.73 | -1,567.74 | 12,382.99 | 0.11 |
| Dec 19, 25 | 55,861.05 | -10,942.02 | 44,919.03 | 0.20 |
| Mar 20, 26 | 49,614.32 | -8,657.55 | 40,956.77 | 0.17 |