ASML Holding N.V. (ASML)
NASDAQ: ASML
· Real-Time Price · USD
1047.75
15.53 (1.50%)
At close: Oct 06, 2025, 3:40 PM
ASML Delta Exposure By Expiry
The total Delta Exposure (DEX) for ASML across all expirations shows 21,462,337 net shares that market makers must hedge, with 42,973,523.57 from calls and 21,511,186.57 from puts. The put-call delta ratio of 0.50 suggests neutral market maker positioning.
ASML DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 2,546,949.94 | -4,155,535.23 | -1,608,585.29 | 1.63 |
| Oct 17, 25 | 9,907,416.54 | -4,849,535.53 | 5,057,881.01 | 0.49 |
| Oct 24, 25 | 939,540.55 | -596,926.12 | 342,614.43 | 0.64 |
| Oct 31, 25 | 399,885.95 | -362,583.37 | 37,302.58 | 0.91 |
| Nov 7, 25 | 114,232.88 | -62,307.4 | 51,925.48 | 0.55 |
| Nov 14, 25 | 1,890.31 | -5,161.1 | -3,270.79 | 2.73 |
| Nov 21, 25 | 3,903,036.79 | -1,951,061.79 | 1,951,975 | 0.50 |
| Dec 19, 25 | 2,811,924.16 | -1,306,310.75 | 1,505,613.41 | 0.46 |
| Jan 16, 26 | 8,145,088.45 | -3,695,474.96 | 4,449,613.49 | 0.45 |
| Mar 20, 26 | 2,981,319.25 | -1,265,457.64 | 1,715,861.61 | 0.42 |
| Apr 17, 26 | 538,705.59 | -244,610.23 | 294,095.36 | 0.45 |
| May 15, 26 | 715,394.01 | -192,419.19 | 522,974.82 | 0.27 |
| Jun 18, 26 | 2,238,986.4 | -782,985.63 | 1,456,000.77 | 0.35 |
| Sep 18, 26 | 829,613.47 | -471,646.97 | 357,966.5 | 0.57 |
| Dec 18, 26 | 1,286,374.65 | -501,657.16 | 784,717.49 | 0.39 |
| Jan 15, 27 | 3,675,455.77 | -689,269.67 | 2,986,186.1 | 0.19 |
| Jun 17, 27 | 1,765,324.91 | -256,562.53 | 1,508,762.38 | 0.15 |
| Jan 21, 28 | 172,383.95 | -121,681.3 | 50,702.65 | 0.71 |