Fair Isaac Corporation (FICO)
NYSE: FICO
· Real-Time Price · USD
1318.23
-17.06 (-1.28%)
At close: Aug 14, 2025, 3:59 PM
1329.68
0.87%
Pre-market: Aug 15, 2025, 05:50 AM EDT
FICO Delta Exposure By Expiry
The total Delta Exposure (DEX) for FICO across all expirations shows -1,748,542.84 net shares that market makers must hedge, with 1,238,133.41 from calls and 2,986,676.25 from puts. The put-call delta ratio of 2.41 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Dec 19, 25 with -661,129.79 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
FICO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 215,310.95 | -364,054.7 | -148,743.75 | 1.69 |
| Oct 17, 25 | 141,567.91 | -535,595.37 | -394,027.46 | 3.78 |
| Dec 19, 25 | 269,400.93 | -930,530.72 | -661,129.79 | 3.45 |
| Jan 16, 26 | 385,808.32 | -445,877.01 | -60,068.69 | 1.16 |
| Feb 20, 26 | 75,882.32 | -518,978.13 | -443,095.81 | 6.84 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| May 15, 26 | 17,647.12 | -38,663.68 | -21,016.56 | 2.19 |
| Jun 18, 26 | 23,112.31 | -30,747.33 | -7,635.02 | 1.33 |
| Aug 21, 26 | 31,907.86 | -46,741.48 | -14,833.62 | 1.46 |
| Nov 20, 26 | 77,495.69 | -75,487.83 | 2,007.86 | 0.97 |