International Flavors & Fragrances Inc. (IFF) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

International Flavors & F...

NYSE: IFF · Real-Time Price · USD
66.36
1.88 (2.92%)
At close: Sep 11, 2025, 3:59 PM
66.82
0.69%
After-hours: Sep 11, 2025, 07:59 PM EDT

IFF Delta Exposure By Expiry

The total Delta Exposure (DEX) for IFF across all expirations shows -119,876.63 net shares that market makers must hedge, with 205,586.85 from calls and 325,463.48 from puts. The put-call delta ratio of 1.58 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

IFF DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 35,773.7 -24,624.58 11,149.12 0.69
Oct 17, 25 17,385.29 -8,771.3 8,613.99 0.50
Nov 21, 25 37,866.89 -114,056.88 -76,189.99 3.01
Jan 16, 26 50,849.26 -79,452.75 -28,603.49 1.56
Feb 20, 26 3,651.16 -8,595.24 -4,944.08 2.35
Mar 20, 26 46,133.36 -16,138.93 29,994.43 0.35
Jun 18, 26 6,785.81 -71,256.44 -64,470.63 10.50
Sep 18, 26 7,141.38 -2,567.36 4,574.02 0.36