(FXE)
AMEX: FXE
· Real-Time Price · USD
107.97
0.50 (0.47%)
At close: Aug 15, 2025, 3:59 PM
107.79
-0.16%
Pre-market: Aug 18, 2025, 04:33 AM EDT
FXE Delta Exposure By Expiry
The total Delta Exposure (DEX) for FXE across all expirations shows 389,226.6 net shares that market makers must hedge, with 602,235.43 from calls and 213,008.83 from puts. The put-call delta ratio of 0.35 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 235,209.44 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
FXE DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 232,773.41 | -116,883.9 | 115,889.51 | 0.50 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 42,872.46 | -10,227.18 | 32,645.28 | 0.24 |
| Jan 16, 26 | 316,627.74 | -81,418.3 | 235,209.44 | 0.26 |
| Mar 20, 26 | 9,961.82 | -4,479.45 | 5,482.37 | 0.45 |