(CTA)
AMEX: CTA
· Real-Time Price · USD
27.34
-0.07 (-0.26%)
At close: Sep 11, 2025, 3:59 PM
27.05
-1.04%
After-hours: Sep 11, 2025, 04:53 PM EDT
CTA Delta Exposure By Expiry
The total Delta Exposure (DEX) for CTA across all expirations shows 1,619.94 net shares that market makers must hedge, with 1,865.36 from calls and 245.42 from puts. The put-call delta ratio of 0.13 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
CTA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 1,736.67 | -245.42 | 1,491.25 | 0.14 |
| Oct 17, 25 | 44.98 | 0 | 44.98 | 0.00 |
| Dec 19, 25 | 61.15 | 0 | 61.15 | 0.00 |
| Mar 20, 26 | 22.56 | 0 | 22.56 | 0.00 |