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

ICICI Bank Limited

NYSE: IBN · Real-Time Price · USD
30.63
-0.06 (-0.20%)
At close: Sep 26, 2025, 3:59 PM
30.90
0.90%
After-hours: Sep 26, 2025, 06:11 PM EDT

IBN Daily Delta Exposure

IBN's current Delta Exposure (DEX) is 477.15K shares, which is 102% larger than the 3M average of 236.57K shares. During this period, DEX ranged from 164.59K on Aug 26, 2025 to 477.15K on Sep 26, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Sep 26, 2025 551,542.62 -74,396.09 477,146.53 0.13
Sep 25, 2025 525,751.69 -76,346.78 449,404.91 0.15
Sep 24, 2025 501,030.18 -72,451.89 428,578.29 0.14

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