MSCI Inc. (MSCI)
NYSE: MSCI
· Real-Time Price · USD
556.84
-8.88 (-1.57%)
At close: Aug 15, 2025, 3:59 PM
557.70
0.15%
After-hours: Aug 15, 2025, 07:38 PM EDT
MSCI Delta Exposure By Expiry
The total Delta Exposure (DEX) for MSCI across all expirations shows 19,928.52 net shares that market makers must hedge, with 387,877.52 from calls and 367,949 from puts. The put-call delta ratio of 0.95 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with -53,921.95 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
MSCI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 125,710.89 | -97,952.84 | 27,758.05 | 0.78 |
| Oct 17, 25 | 68,714.9 | -15,054.54 | 53,660.36 | 0.22 |
| Nov 21, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 173,431.14 | -227,353.09 | -53,921.95 | 1.31 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 18,005.27 | -27,588.53 | -9,583.26 | 1.53 |
| Dec 18, 26 | 2,015.32 | 0 | 2,015.32 | 0.00 |