(FAS)
AMEX: FAS
· Real-Time Price · USD
176.63
5.53 (3.23%)
At close: Sep 11, 2025, 11:13 AM
FAS Delta Exposure By Expiry
The total Delta Exposure (DEX) for FAS across all expirations shows 3,661,598.75 net shares that market makers must hedge, with 4,091,824.98 from calls and 430,226.23 from puts. The put-call delta ratio of 0.11 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
FAS DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 12, 25 | 62,519.36 | -128,818.76 | -66,299.4 | 2.06 |
Sep 19, 25 | 170,741.02 | -34,377.89 | 136,363.13 | 0.20 |
Sep 26, 25 | 20,560.4 | -18,726.85 | 1,833.55 | 0.91 |
Oct 3, 25 | 11,015.9 | -3,948.46 | 7,067.44 | 0.36 |
Oct 10, 25 | 3,652.54 | -3,107.82 | 544.72 | 0.85 |
Oct 17, 25 | 295,653.56 | -76,909.64 | 218,743.92 | 0.26 |
Oct 24, 25 | 8,934.66 | -5,950.27 | 2,984.39 | 0.67 |
Jan 16, 26 | 1,972,028.81 | -115,280.34 | 1,856,748.47 | 0.06 |
Apr 17, 26 | 4,535.18 | -1,503.61 | 3,031.57 | 0.33 |
Dec 18, 26 | 51,778.66 | -6,248.87 | 45,529.79 | 0.12 |
Jan 15, 27 | 1,490,404.89 | -35,353.72 | 1,455,051.17 | 0.02 |