Bausch + Lomb Corporation (BLCO) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Bausch + Lomb Corporation

NYSE: BLCO · Real-Time Price · USD
14.50
0.13 (0.90%)
At close: Sep 26, 2025, 3:59 PM
14.50
0.00%
After-hours: Sep 26, 2025, 06:29 PM EDT

BLCO Delta Exposure By Expiry

The total Delta Exposure (DEX) for BLCO across all expirations shows 40,815.65 net shares that market makers must hedge, with 48,362.33 from calls and 7,546.68 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.

BLCO DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 2,554.63 -10.42 2,544.21 0.00
Nov 21, 25 8,147.81 -843.54 7,304.27 0.10
Dec 19, 25 36,607.6 -6,111.61 30,495.99 0.17
Jan 16, 26 0 0 0 n/a
Feb 20, 26 1,052.29 -581.11 471.18 0.55
May 15, 26 0 0 0 n/a
Dec 18, 26 0 0 0 n/a