CBOE: INDA · Real-Time Price · USD
52.67
0.26 (0.50%)
At close: Aug 15, 2025, 3:00 PM

INDA Delta Exposure By Expiry

The total Delta Exposure (DEX) for INDA across all expirations shows 355,294.35 net shares that market makers must hedge, with 872,570.55 from calls and 517,276.2 from puts. The put-call delta ratio of 0.59 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 335,010.01 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.

INDA DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 544,124.36 -209,114.35 335,010.01 0.38
Oct 17, 25 45.08 0 45.08 0.00
Dec 19, 25 73,621.91 -161,101.97 -87,480.06 2.19
Jan 16, 26 170,297.94 -136,224.34 34,073.6 0.80
Mar 20, 26 7,720.9 -2,955.13 4,765.77 0.38
Dec 18, 26 22,514.7 -2,384.39 20,130.31 0.11
Jan 15, 27 54,245.66 -5,496.02 48,749.64 0.10