ICICI Bank Limited (IBN)
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 Delta Exposure By Expiry
The total Delta Exposure (DEX) for IBN across all expirations shows 213,421.13 net shares that market makers must hedge, with 358,592.34 from calls and 145,171.21 from puts. The put-call delta ratio of 0.40 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
IBN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 88,298.38 | -65,555.95 | 22,742.43 | 0.74 |
| Oct 17, 25 | 5,292.39 | -3,770 | 1,522.39 | 0.71 |
| Dec 19, 25 | 62,614.02 | -8,271.95 | 54,342.07 | 0.13 |
| Jan 16, 26 | 179,192.52 | -55,369.21 | 123,823.31 | 0.31 |
| Mar 20, 26 | 8,344.5 | -137.66 | 8,206.84 | 0.02 |
| Jun 18, 26 | 5,883.13 | -10,962.04 | -5,078.91 | 1.86 |
| Jan 15, 27 | 8,967.4 | -1,104.4 | 7,863 | 0.12 |