iShares U.S. Thematic Rotation Active ETF (THRO) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

iShares U.S. Thematic Rot...

AMEX: THRO · Real-Time Price · USD
37.25
0.00 (0.00%)
At close: Sep 10, 2025, 3:59 PM
37.27
0.05%
After-hours: Sep 10, 2025, 05:49 PM EDT

THRO Delta Exposure By Expiry

The total Delta Exposure (DEX) for THRO across all expirations shows 241.07 net shares that market makers must hedge, with 249.35 from calls and 8.28 from puts. The put-call delta ratio of 0.03 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

THRO DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 13.76 0 13.76 0.00
Oct 17, 25 105.88 -4.44 101.44 0.04
Jan 16, 26 129.71 -3.84 125.87 0.03
Apr 17, 26 0 0 0 n/a