Moody's Corporation (MCO)
NYSE: MCO
· Real-Time Price · USD
484.50
-0.54 (-0.11%)
At close: Oct 03, 2025, 3:59 PM
MCO Delta Exposure By Expiry
The total Delta Exposure (DEX) for MCO across all expirations shows 917,679.05 net shares that market makers must hedge, with 1,103,286.17 from calls and 185,607.12 from puts. The put-call delta ratio of 0.17 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
MCO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 387,915.24 | -42,531.68 | 345,383.56 | 0.11 |
| Nov 21, 25 | 164,177.77 | -31,640.26 | 132,537.51 | 0.19 |
| Dec 19, 25 | 303,674.68 | -67,116.21 | 236,558.47 | 0.22 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 129,227.75 | -37,630.33 | 91,597.42 | 0.29 |
| May 15, 26 | 118,290.73 | -6,688.64 | 111,602.09 | 0.06 |