ICICI Bank Limited (IBN) Delta Exposure Analysis | DEX Options Flow & Market Impact - Stocknear

ICICI Bank Limited

NYSE: IBN · Real-Time Price · USD
31.70
-0.18 (-0.56%)
At close: Sep 05, 2025, 3:59 PM
31.67
-0.10%
After-hours: Sep 05, 2025, 06:40 PM EDT

IBN Daily Delta Exposure

IBN's current Delta Exposure (DEX) is 213.42K shares, which is 32% smaller than the 3M average of 311.96K shares. During this period, DEX ranged from 212.29K on Aug 29, 2025 to 471.61K on Jul 23, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 5, 2025 358,592.34 -145,171.21 213,421.13 0.40
Sep 4, 2025 379,287.98 -158,629.78 220,658.2 0.42
Sep 3, 2025 387,610.79 -141,824.31 245,786.48 0.37

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