(BALI)
CBOE: BALI
· Real-Time Price · USD
30.75
-0.03 (-0.10%)
At close: Aug 20, 2025, 3:00 PM
BALI Delta Exposure By Expiry
The total Delta Exposure (DEX) for BALI across all expirations shows -297.58 net shares that market makers must hedge, with 190.78 from calls and 488.36 from puts. The put-call delta ratio of 2.56 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Apr 17, 26 with -328.21 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
BALI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 55.88 | -16.19 | 39.69 | 0.29 |
| Oct 17, 25 | 27.17 | -29.07 | -1.9 | 1.07 |
| Jan 16, 26 | 58.28 | -65.44 | -7.16 | 1.12 |
| Apr 17, 26 | 49.45 | -377.66 | -328.21 | 7.64 |