Marsh & McLennan Companies Inc. (MMC) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Marsh & McLennan Companie...

NYSE: MMC · Real-Time Price · USD
203.41
4.64 (2.33%)
At close: Sep 11, 2025, 3:59 PM
203.66
0.12%
After-hours: Sep 11, 2025, 07:36 PM EDT

MMC Delta Exposure By Expiry

The total Delta Exposure (DEX) for MMC across all expirations shows -388,138.78 net shares that market makers must hedge, with 153,116.55 from calls and 541,255.33 from puts. The put-call delta ratio of 3.53 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

MMC DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 59,934.1 -169,537.81 -109,603.71 2.83
Oct 17, 25 29,911.32 -139,648.22 -109,736.9 4.67
Dec 19, 25 33,603.52 -153,292.14 -119,688.62 4.56
Jan 16, 26 26,066.93 -73,952.32 -47,885.39 2.84
Apr 17, 26 3,600.68 -4,824.84 -1,224.16 1.34