Chubb Limited (CB)
NYSE: CB
· Real-Time Price · USD
283.95
2.58 (0.92%)
At close: Oct 03, 2025, 3:59 PM
283.96
0.00%
Pre-market: Oct 06, 2025, 04:00 AM EDT
CB Delta Exposure By Expiry
The total Delta Exposure (DEX) for CB across all expirations shows 539,037.04 net shares that market makers must hedge, with 1,474,545.87 from calls and 935,508.83 from puts. The put-call delta ratio of 0.63 suggests neutral market maker positioning.
CB DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 319,751.06 | -133,822.56 | 185,928.5 | 0.42 |
| Nov 21, 25 | 285,899.99 | -148,228.93 | 137,671.06 | 0.52 |
| Jan 16, 26 | 353,532.06 | -439,735.69 | -86,203.63 | 1.24 |
| Feb 20, 26 | 61,194.54 | -27,172.64 | 34,021.9 | 0.44 |
| Mar 20, 26 | 107,306.08 | -30,495.5 | 76,810.58 | 0.28 |
| May 15, 26 | 5,367.59 | -80.95 | 5,286.64 | 0.02 |
| Jun 18, 26 | 48,393.26 | -74,882.84 | -26,489.58 | 1.55 |
| Sep 18, 26 | 81,545.14 | -23,836.18 | 57,708.96 | 0.29 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 204,865.95 | -57,032.3 | 147,833.65 | 0.28 |
| Jan 21, 28 | 6,690.2 | -221.24 | 6,468.96 | 0.03 |