(AAAU)
CBOE: AAAU
· Real-Time Price · USD
36.00
0.10 (0.28%)
At close: Sep 09, 2025, 11:52 AM
AAAU Delta Exposure By Expiry
The total Delta Exposure (DEX) for AAAU across all expirations shows 71,878.6 net shares that market makers must hedge, with 72,576.53 from calls and 697.93 from puts. The put-call delta ratio of 0.01 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
AAAU DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 43,313.86 | -374.35 | 42,939.51 | 0.01 |
| Oct 17, 25 | 1,294.22 | -29.21 | 1,265.01 | 0.02 |
| Dec 19, 25 | 22,829.06 | -88.54 | 22,740.52 | 0.00 |
| Mar 20, 26 | 5,139.39 | -205.83 | 4,933.56 | 0.04 |