Eni S.p.A. (E)
NYSE: E
· Real-Time Price · USD
35.41
0.22 (0.63%)
At close: Aug 15, 2025, 1:16 PM
E Delta Exposure By Expiry
The total Delta Exposure (DEX) for E across all expirations shows 36,776.3 net shares that market makers must hedge, with 37,689.53 from calls and 913.23 from puts. The put-call delta ratio of 0.02 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Feb 20, 26 with 16,790.12 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
E DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 2,429.11 | -636.38 | 1,792.73 | 0.26 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 1,771.25 | -47.22 | 1,724.03 | 0.03 |
| Dec 19, 25 | 15,906.87 | -147.42 | 15,759.45 | 0.01 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 16,828.65 | -38.53 | 16,790.12 | 0.00 |
| Apr 17, 26 | 35.22 | -27.93 | 7.29 | 0.79 |
| May 15, 26 | 718.43 | -15.75 | 702.68 | 0.02 |