NiSource Inc. (NI)
NYSE: NI
· Real-Time Price · USD
43.84
0.74 (1.72%)
At close: Oct 03, 2025, 3:59 PM
43.15
-1.57%
After-hours: Oct 03, 2025, 07:55 PM EDT
NI Delta Exposure By Expiry
The total Delta Exposure (DEX) for NI across all expirations shows 47,007.33 net shares that market makers must hedge, with 179,746.32 from calls and 132,738.99 from puts. The put-call delta ratio of 0.74 suggests neutral market maker positioning.
NI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 101,288.6 | -107,038.07 | -5,749.47 | 1.06 |
| Nov 21, 25 | 1,036.38 | -6,883.52 | -5,847.14 | 6.64 |
| Dec 19, 25 | 42,399.38 | -11,649.49 | 30,749.89 | 0.27 |
| Jan 16, 26 | 32,263.39 | -5,293.66 | 26,969.73 | 0.16 |
| Apr 17, 26 | 2,758.57 | -1,874.25 | 884.32 | 0.68 |