Elanco Animal Health (ELAN) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Elanco Animal Health

NYSE: ELAN · Real-Time Price · USD
20.64
0.18 (0.86%)
At close: Oct 03, 2025, 3:59 PM
20.68
0.19%
After-hours: Oct 03, 2025, 05:52 PM EDT

ELAN Delta Exposure By Expiry

The total Delta Exposure (DEX) for ELAN across all expirations shows 119,740.3 net shares that market makers must hedge, with 198,602.83 from calls and 78,862.53 from puts. The put-call delta ratio of 0.40 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

ELAN DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 68,325.07 -6,005.96 62,319.11 0.09
Nov 21, 25 6,413.99 -67.24 6,346.75 0.01
Dec 19, 25 36,730.62 -4,011.47 32,719.15 0.11
Jan 16, 26 43,999.77 -60,624.82 -16,625.05 1.38
Apr 17, 26 13,901.2 -6,631.59 7,269.61 0.48
Jan 15, 27 29,232.18 -1,521.45 27,710.73 0.05