CNH Industrial N.V. (CNH)
NYSE: CNH
· Real-Time Price · USD
11.33
-0.17 (-1.48%)
At close: Sep 09, 2025, 3:59 PM
11.34
0.09%
After-hours: Sep 09, 2025, 07:25 PM EDT
CNH Delta Exposure By Expiry
The total Delta Exposure (DEX) for CNH across all expirations shows 130,528.59 net shares that market makers must hedge, with 163,509.35 from calls and 32,980.76 from puts. The put-call delta ratio of 0.20 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
CNH DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 10,817.55 | -23,016.66 | -12,199.11 | 2.13 |
Oct 17, 25 | 951.36 | -177.25 | 774.11 | 0.19 |
Dec 19, 25 | 126,618.94 | -4,727.69 | 121,891.25 | 0.04 |
Mar 20, 26 | 8,077.36 | -723.35 | 7,354.01 | 0.09 |
Jan 15, 27 | 17,044.14 | -4,335.81 | 12,708.33 | 0.25 |