(EFA)
AMEX: EFA
· Real-Time Price · USD
92.19
0.54 (0.59%)
At close: Aug 15, 2025, 3:59 PM
92.19
-0.01%
After-hours: Aug 15, 2025, 07:32 PM EDT
EFA Delta Exposure By Expiry
The total Delta Exposure (DEX) for EFA across all expirations shows 8,878,148.3 net shares that market makers must hedge, with 16,963,266.79 from calls and 8,085,118.49 from puts. The put-call delta ratio of 0.48 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Sep 19, 25 with 4,189,656.05 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Aug 22, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
EFA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 22, 25 | 682,840.33 | -315,044.29 | 367,796.04 | 0.46 |
| Aug 29, 25 | 379,077.76 | -289,481.4 | 89,596.36 | 0.76 |
| Sep 5, 25 | 128,769.05 | -55,521.82 | 73,247.23 | 0.43 |
| Sep 12, 25 | 142,835.53 | -95,336.86 | 47,498.67 | 0.67 |
| Sep 19, 25 | 6,928,313.54 | -2,738,657.49 | 4,189,656.05 | 0.40 |
| Sep 26, 25 | 36,121.85 | -82.49 | 36,039.36 | 0.00 |
| Sep 30, 25 | 655,466.6 | -507,594.08 | 147,872.52 | 0.77 |
| Oct 17, 25 | 714,337.85 | -1,110,962.1 | -396,624.25 | 1.56 |
| Oct 31, 25 | 357,810.91 | -133,267.24 | 224,543.67 | 0.37 |
| Nov 21, 25 | 63,150.15 | -123,267.82 | -60,117.67 | 1.95 |
| Dec 19, 25 | 4,197,776.26 | -1,204,266.11 | 2,993,510.15 | 0.29 |
| Dec 31, 25 | 328,084.16 | -10,386.2 | 317,697.96 | 0.03 |
| Jan 16, 26 | 1,600,141.2 | -493,401.57 | 1,106,739.63 | 0.31 |
| Mar 20, 26 | 226,249.48 | -358,589.2 | -132,339.72 | 1.58 |
| Mar 31, 26 | 52,641.83 | -3,631.31 | 49,010.52 | 0.07 |
| Jun 18, 26 | 67,296.16 | -269,081.15 | -201,784.99 | 4.00 |
| Jun 30, 26 | 645.52 | -8,435.56 | -7,790.04 | 13.07 |
| Jan 15, 27 | 401,708.61 | -368,111.8 | 33,596.81 | 0.92 |