AstraZeneca (AZN)
NASDAQ: AZN
· Real-Time Price · USD
79.56
-1.54 (-1.90%)
At close: Sep 12, 2025, 3:59 PM
80.50
1.18%
After-hours: Sep 12, 2025, 07:44 PM EDT
AZN Delta Exposure By Expiry
The total Delta Exposure (DEX) for AZN across all expirations shows 3,273,813.94 net shares that market makers must hedge, with 3,914,416.75 from calls and 640,602.81 from puts. The put-call delta ratio of 0.16 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
AZN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 1,344,182.73 | -135,527 | 1,208,655.73 | 0.10 |
| Sep 26, 25 | 9,797.72 | -5,970.36 | 3,827.36 | 0.61 |
| Oct 3, 25 | 5,308.76 | -268.33 | 5,040.43 | 0.05 |
| Oct 10, 25 | 1,757.09 | -213.19 | 1,543.9 | 0.12 |
| Oct 17, 25 | 288,591.83 | -100,041.08 | 188,550.75 | 0.35 |
| Oct 24, 25 | 55.24 | -44.72 | 10.52 | 0.81 |
| Dec 19, 25 | 348,641.18 | -50,642.08 | 297,999.1 | 0.15 |
| Jan 16, 26 | 1,253,479.09 | -224,382.11 | 1,029,096.98 | 0.18 |
| Apr 17, 26 | 40,047.55 | -42,485.98 | -2,438.43 | 1.06 |
| Jan 15, 27 | 291,113.23 | -48,968.99 | 242,144.24 | 0.17 |
| Jun 17, 27 | 331,442.33 | -32,058.97 | 299,383.36 | 0.10 |