(USMV)
CBOE: USMV
· Real-Time Price · USD
94.72
0.98 (1.05%)
At close: Sep 11, 2025, 11:30 AM
USMV Delta Exposure By Expiry
The total Delta Exposure (DEX) for USMV across all expirations shows -9,133.51 net shares that market makers must hedge, with 32,246.37 from calls and 41,379.88 from puts. The put-call delta ratio of 1.28 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
USMV DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 21,155.26 | -12,096.91 | 9,058.35 | 0.57 |
| Oct 17, 25 | 782.16 | -330.23 | 451.93 | 0.42 |
| Dec 19, 25 | 4,898.04 | -15,810.32 | -10,912.28 | 3.23 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 5,410.91 | -13,142.42 | -7,731.51 | 2.43 |