Diageo (DEO)
NYSE: DEO
· Real-Time Price · USD
96.29
-0.06 (-0.06%)
At close: Oct 03, 2025, 3:59 PM
96.90
0.64%
After-hours: Oct 03, 2025, 07:42 PM EDT
DEO Delta Exposure By Expiry
The total Delta Exposure (DEX) for DEO across all expirations shows -3,800.42 net shares that market makers must hedge, with 373,922.35 from calls and 377,722.77 from puts. The put-call delta ratio of 1.01 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 |
|---|---|---|---|---|
| Oct 17, 25 | 118,191.55 | -161,384.22 | -43,192.67 | 1.37 |
| Nov 21, 25 | 50,010.16 | -10,105.39 | 39,904.77 | 0.20 |
| Jan 16, 26 | 153,668.55 | -132,891.64 | 20,776.91 | 0.86 |
| Apr 17, 26 | 25,141.58 | -24,362.99 | 778.59 | 0.97 |
| Jun 18, 26 | 26,910.51 | -48,978.53 | -22,068.02 | 1.82 |