Diageo (DEO)
NYSE: DEO
· Real-Time Price · USD
104.28
-0.71 (-0.68%)
At close: Sep 10, 2025, 3:59 PM
104.14
-0.14%
Pre-market: Sep 11, 2025, 06:57 AM EDT
DEO Delta Exposure By Expiry
The total Delta Exposure (DEX) for DEO across all expirations shows -117,072.98 net shares that market makers must hedge, with 270,077.04 from calls and 387,150.02 from puts. The put-call delta ratio of 1.43 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
DEO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 71,941.14 | -52,367.75 | 19,573.39 | 0.73 |
| Oct 17, 25 | 106,283.66 | -183,693.58 | -77,409.92 | 1.73 |
| Jan 16, 26 | 85,559.48 | -127,031.91 | -41,472.43 | 1.48 |
| Apr 17, 26 | 1,808.94 | -12,823.77 | -11,014.83 | 7.09 |
| Jun 18, 26 | 4,483.82 | -11,233.01 | -6,749.19 | 2.51 |