HDFC Bank Limited (HDB)
NYSE: HDB
· Real-Time Price · USD
34.16
-0.09 (-0.26%)
At close: Sep 26, 2025, 3:59 PM
34.42
0.78%
After-hours: Sep 26, 2025, 06:13 PM EDT
HDB Delta Exposure By Expiry
The total Delta Exposure (DEX) for HDB across all expirations shows -93,396.03 net shares that market makers must hedge, with 51,236.34 from calls and 144,632.37 from puts. The put-call delta ratio of 2.82 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
HDB DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 20,612.87 | -13,767.62 | 6,845.25 | 0.67 |
| Nov 21, 25 | 4,470.54 | -1,630.95 | 2,839.59 | 0.36 |
| Jan 16, 26 | 10,174.79 | -23,239.66 | -13,064.87 | 2.28 |
| Apr 17, 26 | 15,978.14 | -105,994.14 | -90,016 | 6.63 |