(IEO)
CBOE: IEO
· Real-Time Price · USD
91.02
-1.00 (-1.09%)
At close: Sep 12, 2025, 3:10 PM
IEO Delta Exposure By Expiry
The total Delta Exposure (DEX) for IEO across all expirations shows -9,042.09 net shares that market makers must hedge, with 17,244.74 from calls and 26,286.83 from puts. The put-call delta ratio of 1.52 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
IEO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 10,627.19 | -17,512.91 | -6,885.72 | 1.65 |
| Oct 17, 25 | 920.51 | -122.71 | 797.8 | 0.13 |
| Dec 19, 25 | 4,159.92 | -7,510.83 | -3,350.91 | 1.81 |
| Mar 20, 26 | 1,537.12 | -1,140.38 | 396.74 | 0.74 |