Grupo Aeroportuario del S... (ASR)
NYSE: ASR
· Real-Time Price · USD
325.94
6.60 (2.07%)
At close: Aug 15, 2025, 1:59 PM
ASR Delta Exposure By Expiry
The total Delta Exposure (DEX) for ASR across all expirations shows 783.61 net shares that market makers must hedge, with 1,805.04 from calls and 1,021.43 from puts. The put-call delta ratio of 0.57 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 717.15 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
ASR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 914.91 | -848.45 | 66.46 | 0.93 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 890.13 | -172.98 | 717.15 | 0.19 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 0 | 0 | 0 | n/a |