AngloGold Ashanti (AU)
NYSE: AU
· Real-Time Price · USD
62.20
2.43 (4.07%)
At close: Sep 08, 2025, 3:59 PM
62.58
0.61%
Pre-market: Sep 09, 2025, 04:57 AM EDT
AU Delta Exposure By Expiry
The total Delta Exposure (DEX) for AU across all expirations shows 706,647.55 net shares that market makers must hedge, with 1,080,360.3 from calls and 373,712.75 from puts. The put-call delta ratio of 0.35 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
AU DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 213,813.07 | -71,398.66 | 142,414.41 | 0.33 |
| Oct 17, 25 | 174,683.41 | -138,664.49 | 36,018.92 | 0.79 |
| Jan 16, 26 | 333,353.77 | -47,525.76 | 285,828.01 | 0.14 |
| Mar 20, 26 | 93,479.26 | -67,113.86 | 26,365.4 | 0.72 |
| Apr 17, 26 | 1,093 | -14,646.74 | -13,553.74 | 13.40 |
| Dec 18, 26 | 226,756.16 | -16,552.46 | 210,203.7 | 0.07 |
| Jan 15, 27 | 37,181.63 | -17,810.78 | 19,370.85 | 0.48 |