Korea Electric Power Corporation (KEP) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Korea Electric Power Corp...

NYSE: KEP · Real-Time Price · USD
13.41
-0.12 (-0.89%)
At close: Sep 05, 2025, 3:59 PM
13.37
-0.30%
After-hours: Sep 05, 2025, 05:36 PM EDT

KEP Delta Exposure By Expiry

The total Delta Exposure (DEX) for KEP across all expirations shows 40,246.59 net shares that market makers must hedge, with 42,669.87 from calls and 2,423.28 from puts. The put-call delta ratio of 0.06 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

KEP DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 12,011.27 -702.82 11,308.45 0.06
Oct 17, 25 14.9 0 14.9 0.00
Dec 19, 25 29,182.21 -862.88 28,319.33 0.03
Mar 20, 26 1,461.49 -857.58 603.91 0.59