(ESGV)
CBOE: ESGV
· Real-Time Price · USD
114.34
-0.25 (-0.22%)
At close: Aug 15, 2025, 3:00 PM
ESGV Delta Exposure By Expiry
The total Delta Exposure (DEX) for ESGV across all expirations shows 1,730.94 net shares that market makers must hedge, with 1,779.12 from calls and 48.18 from puts. The put-call delta ratio of 0.03 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Feb 20, 26 with 1,634.2 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
ESGV DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 0 | 0 | 0 | n/a |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 96.74 | 0 | 96.74 | 0.00 |
| Feb 20, 26 | 1,682.38 | -48.18 | 1,634.2 | 0.03 |