Bank of America Corporation (BAC) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Bank of America Corporati...

NYSE: BAC · Real-Time Price · USD
52.20
0.35 (0.68%)
At close: Sep 26, 2025, 3:59 PM
52.21
0.03%
After-hours: Sep 26, 2025, 07:55 PM EDT

BAC Delta Exposure By Expiry

The total Delta Exposure (DEX) for BAC across all expirations shows 23,427,932.14 net shares that market makers must hedge, with 32,574,124.74 from calls and 9,146,192.6 from puts. The put-call delta ratio of 0.28 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

BAC DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 3, 25 392,250.25 -391,596.08 654.17 1.00
Oct 10, 25 264,337.49 -135,263.56 129,073.93 0.51
Oct 17, 25 3,499,686.38 -571,997.04 2,927,689.34 0.16
Oct 24, 25 40,584.2 -50,240.47 -9,656.27 1.24
Oct 31, 25 56,970.1 -21,897.92 35,072.18 0.38
Nov 7, 25 16,518.09 -4,165.82 12,352.27 0.25
Nov 21, 25 2,927,060.62 -822,702.65 2,104,357.97 0.28
Dec 19, 25 2,444,057.2 -524,036.63 1,920,020.57 0.21
Jan 16, 26 9,178,639.74 -1,908,378.04 7,270,261.7 0.21
Feb 20, 26 679,212.21 -271,267.85 407,944.36 0.40
Mar 20, 26 1,533,916.5 -555,465.43 978,451.07 0.36
May 15, 26 7,248.47 -100,237.02 -92,988.55 13.83
Jun 18, 26 4,520,320.58 -1,345,419.36 3,174,901.22 0.30
Jul 17, 26 7,771.63 -1,442.04 6,329.59 0.19
Sep 18, 26 597,845.56 -324,217.9 273,627.66 0.54
Dec 18, 26 1,486,336.77 -377,776.14 1,108,560.63 0.25
Jan 15, 27 3,382,020.63 -1,205,217.53 2,176,803.1 0.36
Jun 17, 27 1,271,280.09 -492,916.8 778,363.29 0.39
Dec 17, 27 189,160.73 -35,068.73 154,092 0.19
Jan 21, 28 78,907.5 -6,885.59 72,021.91 0.09