CME Group Inc. (CME)
NASDAQ: CME
· Real-Time Price · USD
262.30
-0.08 (-0.03%)
At close: Sep 12, 2025, 3:59 PM
262.45
0.06%
After-hours: Sep 12, 2025, 07:43 PM EDT
CME Delta Exposure By Expiry
The total Delta Exposure (DEX) for CME across all expirations shows -97,991.74 net shares that market makers must hedge, with 2,060,594.21 from calls and 2,158,585.95 from puts. The put-call delta ratio of 1.05 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
CME DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 169,684.97 | -524,219.11 | -354,534.14 | 3.09 |
| Oct 17, 25 | 123,485.69 | -423,312.21 | -299,826.52 | 3.43 |
| Nov 21, 25 | 98,761.48 | -112,749.85 | -13,988.37 | 1.14 |
| Dec 19, 25 | 110,939.23 | -241,264.46 | -130,325.23 | 2.17 |
| Jan 16, 26 | 720,252.36 | -316,921.21 | 403,331.15 | 0.44 |
| Mar 20, 26 | 206,938.72 | -147,572.27 | 59,366.45 | 0.71 |
| Jun 18, 26 | 186,593.88 | -234,375.66 | -47,781.78 | 1.26 |
| Sep 18, 26 | 43,544.84 | -65,931.26 | -22,386.42 | 1.51 |
| Jan 15, 27 | 398,725.04 | -92,239.92 | 306,485.12 | 0.23 |
| Jan 1, 31 | 1,668 | 0 | 1,668 | 0.00 |