Embraer S.A. (ERJ)
NYSE: ERJ
· Real-Time Price · USD
57.32
-1.48 (-2.52%)
At close: Sep 12, 2025, 3:59 PM
57.35
0.05%
After-hours: Sep 12, 2025, 07:58 PM EDT
ERJ Delta Exposure By Expiry
The total Delta Exposure (DEX) for ERJ across all expirations shows 677,090.23 net shares that market makers must hedge, with 827,479.96 from calls and 150,389.73 from puts. The put-call delta ratio of 0.18 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
ERJ DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 90,626.16 | -42,791.77 | 47,834.39 | 0.47 |
| Oct 17, 25 | 139,591.28 | -52,643.93 | 86,947.35 | 0.38 |
| Jan 16, 26 | 432,246.94 | -22,727.99 | 409,518.95 | 0.05 |
| Feb 20, 26 | 11,355.99 | -4,734.26 | 6,621.73 | 0.42 |
| Mar 20, 26 | 5,719.41 | -364.15 | 5,355.26 | 0.06 |
| Apr 17, 26 | 196.39 | -2.28 | 194.11 | 0.01 |
| May 15, 26 | 1,901.79 | -1,476.02 | 425.77 | 0.78 |
| Aug 21, 26 | 2,619.57 | -5,223.14 | -2,603.57 | 1.99 |
| Nov 20, 26 | 3,555.21 | -3,123.21 | 432 | 0.88 |
| Jan 15, 27 | 139,667.22 | -17,302.98 | 122,364.24 | 0.12 |