Chubb Limited (CB)
NYSE: CB
· Real-Time Price · USD
279.69
-3.20 (-1.13%)
At close: Sep 12, 2025, 11:28 AM
CB Delta Exposure By Expiry
The total Delta Exposure (DEX) for CB across all expirations shows 624,252.25 net shares that market makers must hedge, with 1,509,747.73 from calls and 885,495.48 from puts. The put-call delta ratio of 0.59 suggests neutral market maker positioning.
CB DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 434,343.78 | -208,937.39 | 225,406.39 | 0.48 |
| Oct 17, 25 | 41,461.5 | -48,974.02 | -7,512.52 | 1.18 |
| Nov 21, 25 | 250,228.21 | -118,362.61 | 131,865.6 | 0.47 |
| Jan 16, 26 | 359,721 | -339,960.23 | 19,760.77 | 0.95 |
| Feb 20, 26 | 47,110.31 | -21,522.26 | 25,588.05 | 0.46 |
| Mar 20, 26 | 100,587.64 | -20,810.83 | 79,776.81 | 0.21 |
| Jun 18, 26 | 45,161.94 | -63,739.26 | -18,577.32 | 1.41 |
| Sep 18, 26 | 31,970.64 | -18,518.62 | 13,452.02 | 0.58 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 199,162.71 | -44,670.26 | 154,492.45 | 0.22 |