Ameren Corporation (AEE)
NYSE: AEE
· Real-Time Price · USD
102.12
1.34 (1.33%)
At close: Sep 26, 2025, 3:59 PM
100.00
-2.08%
After-hours: Sep 26, 2025, 06:28 PM EDT
AEE Delta Exposure By Expiry
The total Delta Exposure (DEX) for AEE across all expirations shows 29,986.72 net shares that market makers must hedge, with 97,840.17 from calls and 67,853.45 from puts. The put-call delta ratio of 0.69 suggests neutral market maker positioning.
AEE DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 17, 25 | 28,710.78 | -39,463.06 | -10,752.28 | 1.37 |
Nov 21, 25 | 6,333.59 | 0 | 6,333.59 | 0.00 |
Dec 19, 25 | 11,623.95 | -2,158.7 | 9,465.25 | 0.19 |
Jan 16, 26 | 11,874.56 | -25,702.32 | -13,827.76 | 2.16 |
Mar 20, 26 | 39,297.29 | -529.37 | 38,767.92 | 0.01 |