AstraZeneca (AZN)
NASDAQ: AZN
· Real-Time Price · USD
85.49
0.18 (0.21%)
At close: Oct 06, 2025, 3:59 PM
85.50
0.01%
Pre-market: Oct 07, 2025, 05:59 AM EDT
AZN Delta Exposure By Expiry
The total Delta Exposure (DEX) for AZN across all expirations shows 1,651,150.18 net shares that market makers must hedge, with 3,455,067.54 from calls and 1,803,917.36 from puts. The put-call delta ratio of 0.52 suggests neutral market maker positioning.
AZN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 181,438.74 | -275,943.36 | -94,504.62 | 1.52 |
| Oct 17, 25 | 635,322.62 | -485,964.17 | 149,358.45 | 0.76 |
| Oct 24, 25 | 18,904.48 | -21,225.88 | -2,321.4 | 1.12 |
| Oct 31, 25 | 19,272.5 | -7,359.35 | 11,913.15 | 0.38 |
| Nov 21, 25 | 131,281.01 | -91,349.77 | 39,931.24 | 0.70 |
| Dec 19, 25 | 416,648.49 | -209,502.22 | 207,146.27 | 0.50 |
| Jan 16, 26 | 1,179,463.73 | -398,976.07 | 780,487.66 | 0.34 |
| Apr 17, 26 | 205,980.94 | -184,499.57 | 21,481.37 | 0.90 |
| Jan 15, 27 | 315,597.72 | -84,897.34 | 230,700.38 | 0.27 |
| Jun 17, 27 | 329,031.35 | -39,781.98 | 289,249.37 | 0.12 |
| Jan 21, 28 | 22,125.96 | -4,417.65 | 17,708.31 | 0.20 |