(FXO)
AMEX: FXO
· Real-Time Price · USD
57.56
-0.76 (-1.30%)
At close: Aug 15, 2025, 3:59 PM
57.23
-0.57%
After-hours: Aug 15, 2025, 07:28 PM EDT
FXO Delta Exposure By Expiry
The total Delta Exposure (DEX) for FXO across all expirations shows 233.23 net shares that market makers must hedge, with 233.23 from calls and 0 from puts. The put-call delta ratio of 0.00 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Feb 20, 26 with 203.73 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.
FXO DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 0 | 0 | 0 | n/a |
Oct 17, 25 | 0 | 0 | 0 | n/a |
Nov 21, 25 | 29.5 | 0 | 29.5 | 0.00 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Feb 20, 26 | 203.73 | 0 | 203.73 | 0.00 |