(IYT)
CBOE: IYT
· Real-Time Price · USD
70.39
-0.12 (-0.17%)
At close: Sep 10, 2025, 3:00 PM
IYT Delta Exposure By Expiry
The total Delta Exposure (DEX) for IYT across all expirations shows -32,815.92 net shares that market makers must hedge, with 57,952.63 from calls and 90,768.55 from puts. The put-call delta ratio of 1.57 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
IYT DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 33,004.75 | -37,812.98 | -4,808.23 | 1.15 |
Oct 17, 25 | 2,686.25 | -1,283.32 | 1,402.93 | 0.48 |
Dec 19, 25 | 18,745.3 | -50,710.75 | -31,965.45 | 2.71 |
Jan 16, 26 | 1,455.9 | 0 | 1,455.9 | 0.00 |
Mar 20, 26 | 2,060.43 | -961.5 | 1,098.93 | 0.47 |