(NFTY)
NASDAQ: NFTY
· Real-Time Price · USD
58.34
1.18 (2.06%)
At close: Aug 18, 2025, 3:58 PM
58.39
0.09%
After-hours: Aug 18, 2025, 07:48 PM EDT
NFTY Delta Exposure By Expiry
The total Delta Exposure (DEX) for NFTY across all expirations shows 841.72 net shares that market makers must hedge, with 1,387.49 from calls and 545.77 from puts. The put-call delta ratio of 0.39 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Feb 20, 26 with 441.43 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
NFTY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 363.05 | 0 | 363.05 | 0.00 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 583.01 | -545.77 | 37.24 | 0.94 |
| Feb 20, 26 | 441.43 | 0 | 441.43 | 0.00 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |