FactSet Research Systems ... (FDS)
NYSE: FDS
· Real-Time Price · USD
369.32
-5.64 (-1.50%)
At close: Aug 15, 2025, 3:59 PM
369.62
0.08%
After-hours: Aug 15, 2025, 04:14 PM EDT
FDS Delta Exposure By Expiry
The total Delta Exposure (DEX) for FDS across all expirations shows 116,818.22 net shares that market makers must hedge, with 262,392.52 from calls and 145,574.3 from puts. The put-call delta ratio of 0.55 suggests neutral market maker positioning. The largest delta concentration at Mar 20, 26 with 240,177.02 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
FDS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 10,766.67 | -130,928.62 | -120,161.95 | 12.16 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 5,828.41 | -9,025.26 | -3,196.85 | 1.55 |
| Mar 20, 26 | 245,797.44 | -5,620.42 | 240,177.02 | 0.02 |