CBOE: CEMB · Real-Time Price · USD
45.74
-0.04 (-0.09%)
At close: Aug 15, 2025, 3:00 PM

CEMB Delta Exposure By Expiry

The total Delta Exposure (DEX) for CEMB across all expirations shows -376.6 net shares that market makers must hedge, with 0 from calls and 376.6 from puts. The put-call delta ratio of n/a suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with -376.6 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.

CEMB DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 0 -376.6 -376.6 n/a
Oct 17, 25 0 0 0 n/a
Dec 19, 25 0 0 0 n/a
Mar 20, 26 0 0 0 n/a