National Grid (NGG) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

National Grid

NYSE: NGG · Real-Time Price · USD
71.61
0.54 (0.76%)
At close: Sep 12, 2025, 3:59 PM
71.60
-0.01%
After-hours: Sep 12, 2025, 05:42 PM EDT

NGG Delta Exposure By Expiry

The total Delta Exposure (DEX) for NGG across all expirations shows 149,808.05 net shares that market makers must hedge, with 192,801.57 from calls and 42,993.52 from puts. The put-call delta ratio of 0.22 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

NGG DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 114,055.16 -7,712.73 106,342.43 0.07
Oct 17, 25 16,502.73 -1,091.09 15,411.64 0.07
Dec 19, 25 30,741.28 -24,562.28 6,179 0.80
Jan 16, 26 8,679 0 8,679 0.00
Feb 20, 26 16,587.65 -6,452.36 10,135.29 0.39
Mar 20, 26 6,235.75 -3,175.06 3,060.69 0.51
Dec 18, 26 0 0 0 n/a