(FXY)
AMEX: FXY
· Real-Time Price · USD
62.37
-0.20 (-0.32%)
At close: Sep 12, 2025, 3:59 PM
62.09
-0.44%
After-hours: Sep 12, 2025, 07:33 PM EDT
FXY Delta Exposure By Expiry
The total Delta Exposure (DEX) for FXY across all expirations shows 822,780.99 net shares that market makers must hedge, with 1,116,641.41 from calls and 293,860.42 from puts. The put-call delta ratio of 0.26 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
FXY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 533,232.44 | -163,791.83 | 369,440.61 | 0.31 |
| Oct 17, 25 | 17,586.26 | -8,306.85 | 9,279.41 | 0.47 |
| Dec 19, 25 | 53,472.66 | -48,520.98 | 4,951.68 | 0.91 |
| Jan 16, 26 | 335,713.31 | -45,800.62 | 289,912.69 | 0.14 |
| Feb 20, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 9,436.38 | -2,422.31 | 7,014.07 | 0.26 |
| Jan 15, 27 | 167,200.36 | -25,017.83 | 142,182.53 | 0.15 |