Bank of Montreal (BMO)
NYSE: BMO
· Real-Time Price · USD
130.61
1.22 (0.94%)
At close: Sep 26, 2025, 3:59 PM
132.11
1.15%
After-hours: Sep 26, 2025, 06:29 PM EDT
BMO Delta Exposure By Expiry
The total Delta Exposure (DEX) for BMO across all expirations shows 1,083,722.68 net shares that market makers must hedge, with 1,311,129.05 from calls and 227,406.37 from puts. The put-call delta ratio of 0.17 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 |
|---|---|---|---|---|
| Oct 17, 25 | 81,221.2 | -45,963.23 | 35,257.97 | 0.57 |
| Nov 21, 25 | 13,487.25 | -32,967.22 | -19,479.97 | 2.44 |
| Dec 19, 25 | 81,055.03 | -4,412.44 | 76,642.59 | 0.05 |
| Jan 16, 26 | 946,272.5 | -55,271.54 | 891,000.96 | 0.06 |
| Mar 20, 26 | 37,386.58 | -46,605.51 | -9,218.93 | 1.25 |
| Nov 20, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 151,706.49 | -42,186.43 | 109,520.06 | 0.28 |