Itaú Unibanco Holding S.A... (ITUB)
NYSE: ITUB
· Real-Time Price · USD
6.99
-0.11 (-1.55%)
At close: Sep 08, 2025, 11:04 AM
ITUB Delta Exposure By Expiry
The total Delta Exposure (DEX) for ITUB across all expirations shows 118,356.26 net shares that market makers must hedge, with 143,615.59 from calls and 25,259.33 from puts. The put-call delta ratio of 0.18 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
ITUB DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 61,269.15 | -9,755.18 | 51,513.97 | 0.16 |
| Oct 17, 25 | 27,641.31 | -102.44 | 27,538.87 | 0.00 |
| Dec 19, 25 | 19,333.07 | -5,616.33 | 13,716.74 | 0.29 |
| Jan 16, 26 | 22,570.53 | -17.81 | 22,552.72 | 0.00 |
| Mar 20, 26 | 240.75 | -996.83 | -756.08 | 4.14 |
| Jan 15, 27 | 12,560.78 | -8,770.74 | 3,790.04 | 0.70 |