Cresud Sociedad Anónima C... (CRESY)
NASDAQ: CRESY
· Real-Time Price · USD
9.36
-0.09 (-0.95%)
At close: Oct 06, 2025, 9:48 AM
CRESY Delta Exposure By Expiry
The total Delta Exposure (DEX) for CRESY across all expirations shows 3,378.1 net shares that market makers must hedge, with 8,326.55 from calls and 4,948.45 from puts. The put-call delta ratio of 0.59 suggests neutral market maker positioning.
CRESY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 386.08 | -360.03 | 26.05 | 0.93 |
| Nov 21, 25 | 5,691.58 | -3,509.73 | 2,181.85 | 0.62 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 1,678.59 | -1,062.04 | 616.55 | 0.63 |
| May 15, 26 | 570.3 | -16.65 | 553.65 | 0.03 |