(BALI)
CBOE: BALI
· Real-Time Price · USD
31.43
0.01 (0.03%)
At close: Sep 12, 2025, 9:58 AM
BALI Delta Exposure By Expiry
The total Delta Exposure (DEX) for BALI across all expirations shows -376.48 net shares that market makers must hedge, with 224.97 from calls and 601.45 from puts. The put-call delta ratio of 2.67 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
BALI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 36.1 | -124.29 | -88.19 | 3.44 |
| Oct 17, 25 | 59.55 | -23.42 | 36.13 | 0.39 |
| Jan 16, 26 | 71.21 | -78.11 | -6.9 | 1.10 |
| Apr 17, 26 | 58.11 | -375.63 | -317.52 | 6.46 |