Bank of Montreal (BMO)
NYSE: BMO
· Real-Time Price · USD
126.13
0.94 (0.75%)
At close: Sep 05, 2025, 3:59 PM
127.32
0.94%
After-hours: Sep 05, 2025, 06:55 PM EDT
BMO Delta Exposure By Expiry
The total Delta Exposure (DEX) for BMO across all expirations shows 1,633,579.36 net shares that market makers must hedge, with 1,773,130.33 from calls and 139,550.97 from puts. The put-call delta ratio of 0.08 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
BMO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 580,005.5 | -36,256.49 | 543,749.01 | 0.06 |
| Oct 17, 25 | 61,762.09 | -7,895.89 | 53,866.2 | 0.13 |
| Dec 19, 25 | 62,351.55 | -3,322.37 | 59,029.18 | 0.05 |
| Jan 16, 26 | 914,157.54 | -60,853.99 | 853,303.55 | 0.07 |
| Mar 20, 26 | 8,244.9 | -1,813.99 | 6,430.91 | 0.22 |
| Jan 15, 27 | 146,608.75 | -29,408.24 | 117,200.51 | 0.20 |