(IYR) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

AMEX: IYR · Real-Time Price · USD
97.98
-0.48 (-0.49%)
At close: Sep 12, 2025, 3:59 PM
98.42
0.45%
After-hours: Sep 12, 2025, 05:53 PM EDT

IYR Delta Exposure By Expiry

The total Delta Exposure (DEX) for IYR across all expirations shows 987,470.42 net shares that market makers must hedge, with 2,345,056.39 from calls and 1,357,585.97 from puts. The put-call delta ratio of 0.58 suggests neutral market maker positioning.

IYR DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 1,273,134.06 -474,403.99 798,730.07 0.37
Sep 26, 25 5,593.04 -6,071.19 -478.15 1.09
Oct 3, 25 8,507.86 -6,910.26 1,597.6 0.81
Oct 10, 25 1,567.63 -4,716.71 -3,149.08 3.01
Oct 17, 25 82,728.43 -66,160.93 16,567.5 0.80
Oct 24, 25 376.99 -693.88 -316.89 1.84
Oct 31, 25 0 0 0 n/a
Nov 21, 25 23,985.86 -16,394.46 7,591.4 0.68
Dec 19, 25 90,649.64 -88,041.95 2,607.69 0.97
Jan 16, 26 426,783.39 -211,592.56 215,190.83 0.50
Mar 20, 26 168,875.5 -47,436.31 121,439.19 0.28
Jun 18, 26 135,979.48 -20,693.25 115,286.23 0.15
Jan 15, 27 126,874.51 -414,470.48 -287,595.97 3.27