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

AMEX: XLV · Real-Time Price · USD
137.91
0.48 (0.35%)
At close: Sep 05, 2025, 3:59 PM
137.80
-0.08%
After-hours: Sep 05, 2025, 07:55 PM EDT

XLV Delta Exposure By Expiry

The total Delta Exposure (DEX) for XLV across all expirations shows 3,409,824.89 net shares that market makers must hedge, with 9,825,571.71 from calls and 6,415,746.82 from puts. The put-call delta ratio of 0.65 suggests neutral market maker positioning.

XLV DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 12, 25 50,480.46 -172,821.6 -122,341.14 3.42
Sep 19, 25 3,738,795.81 -1,689,881.38 2,048,914.43 0.45
Sep 26, 25 175,711.24 -15,826.37 159,884.87 0.09
Oct 3, 25 8,872.73 -7,350.19 1,522.54 0.83
Oct 10, 25 1,119.75 -1,768.37 -648.62 1.58
Oct 17, 25 1,155,736.03 -994,130.23 161,605.8 0.86
Oct 24, 25 0 0 0 n/a
Nov 21, 25 652,716.44 -237,913.56 414,802.88 0.36
Dec 19, 25 891,823.35 -824,937.64 66,885.71 0.93
Jan 16, 26 1,722,997 -1,372,230.69 350,766.31 0.80
Mar 20, 26 382,296.02 -235,604.72 146,691.3 0.62
Jun 18, 26 312,488.88 -159,693.43 152,795.45 0.51
Sep 18, 26 10,886.03 -5,078.32 5,807.71 0.47
Dec 18, 26 1,293.3 0 1,293.3 0.00
Jan 15, 27 720,354.67 -698,510.32 21,844.35 0.97