ICICI Bank Limited (IBN)
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 Delta Exposure By Expiry
The total Delta Exposure (DEX) for IBN across all expirations shows 477,146.53 net shares that market makers must hedge, with 551,542.62 from calls and 74,396.09 from puts. The put-call delta ratio of 0.13 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 |
|---|---|---|---|---|
| Oct 17, 25 | 152,290.53 | -6,866.24 | 145,424.29 | 0.05 |
| Nov 21, 25 | 39,231.4 | -153.91 | 39,077.49 | 0.00 |
| Dec 19, 25 | 84,034.48 | -6,504.94 | 77,529.54 | 0.08 |
| Jan 16, 26 | 247,444.16 | -49,610.27 | 197,833.89 | 0.20 |
| Mar 20, 26 | 12,230.28 | -209.43 | 12,020.85 | 0.02 |
| Jun 18, 26 | 6,735.02 | -10,064.04 | -3,329.02 | 1.49 |
| Jan 15, 27 | 9,503 | -987.26 | 8,515.74 | 0.10 |
| Jan 21, 28 | 73.75 | 0 | 73.75 | 0.00 |