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iShares A BAI 47.02 1.88 4.16%

BAI Delta Exposure (DEX)

BAI (iShares A): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.408
Put Call Ratio (OI)
0.284
Put Call Ratio (Vol)
0.283
IV Rank
37.5
IV Percentile
38.1
Max Pain
43

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-28.0
28.0
View values by strike
BAI · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
25.00 0 -5.06
26.00 0 -419
28.00 0 -15.1
30.00 697 -252
34.00 0 -3.29
35.00 452 -26.6
36.00 0 -116
40.00 815 -348
42.00 190 -36
43.00 3.23 K -30.4
44.00 1.33 K -349
45.00 4.94 K -294
46.00 302 -1.18 K
47.00 262 -47.3
48.00 4.33 K 0
49.00 0 -102
50.00 4.59 K -1.04 K
51.00 1.12 K -117
52.00 1.44 K 0
53.00 204 0
54.00 313 0
55.00 1.08 K 0
57.00 1.23 K 0
60.00 111 0
70.00 254 0
75.00 114 0