Incyte Corporation (INCY) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Incyte Corporation

NASDAQ: INCY · Real-Time Price · USD
83.10
-3.07 (-3.56%)
At close: Sep 12, 2025, 3:59 PM
83.50
0.48%
After-hours: Sep 12, 2025, 04:29 PM EDT

INCY Delta Exposure By Expiry

The total Delta Exposure (DEX) for INCY across all expirations shows 652,328.8 net shares that market makers must hedge, with 736,536.13 from calls and 84,207.33 from puts. The put-call delta ratio of 0.11 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

INCY DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 336,167.67 -23,110.22 313,057.45 0.07
Oct 17, 25 31,160.61 -2,886.23 28,274.38 0.09
Dec 19, 25 245,223.85 -30,803.44 214,420.41 0.13
Jan 16, 26 85,161.59 -17,698.82 67,462.77 0.21
Mar 20, 26 16,071.09 -8,173.13 7,897.96 0.51
Jan 15, 27 22,751.32 -1,535.49 21,215.83 0.07