(IJR)
AMEX: IJR
· Real-Time Price · USD
114.39
-0.76 (-0.66%)
At close: Aug 15, 2025, 3:59 PM
112.96
-1.25%
After-hours: Aug 15, 2025, 04:47 PM EDT
IJR Delta Exposure By Expiry
The total Delta Exposure (DEX) for IJR across all expirations shows 113,889.73 net shares that market makers must hedge, with 276,784.34 from calls and 162,894.61 from puts. The put-call delta ratio of 0.59 suggests neutral market maker positioning. The largest delta concentration at Jan 16, 26 with 88,176.65 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.
IJR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 41,319.47 | -87,037.98 | -45,718.51 | 2.11 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 37,286.57 | -17,937.49 | 19,349.08 | 0.48 |
| Jan 16, 26 | 133,945.59 | -45,768.94 | 88,176.65 | 0.34 |
| Feb 20, 26 | 5,814.16 | -4,427.03 | 1,387.13 | 0.76 |
| Jan 15, 27 | 58,418.55 | -7,723.17 | 50,695.38 | 0.13 |