AngloGold Ashanti (AU)
NYSE: AU
· Real-Time Price · USD
54.79
0.08 (0.15%)
At close: Aug 15, 2025, 12:14 PM
AU Delta Exposure By Expiry
The total Delta Exposure (DEX) for AU across all expirations shows 623,412.19 net shares that market makers must hedge, with 983,822.99 from calls and 360,410.8 from puts. The put-call delta ratio of 0.37 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 456,834.56 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
AU DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 54,053.12 | -117,985.15 | -63,932.03 | 2.18 |
| Oct 17, 25 | 203,004.25 | -104,533.04 | 98,471.21 | 0.51 |
| Jan 16, 26 | 498,683.51 | -41,848.95 | 456,834.56 | 0.08 |
| Mar 20, 26 | 74,359.13 | -79,534.59 | -5,175.46 | 1.07 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Dec 18, 26 | 118,431.19 | -8,533.15 | 109,898.04 | 0.07 |
| Jan 15, 27 | 35,291.79 | -7,975.92 | 27,315.87 | 0.23 |