Norfolk Southern Corporation (NSC) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Norfolk Southern Corporat...

NYSE: NSC · Real-Time Price · USD
277.74
-2.02 (-0.72%)
At close: Sep 05, 2025, 3:59 PM
278.07
0.12%
After-hours: Sep 05, 2025, 06:42 PM EDT

NSC Delta Exposure By Expiry

The total Delta Exposure (DEX) for NSC across all expirations shows 1,836,091.23 net shares that market makers must hedge, with 2,437,170.87 from calls and 601,079.64 from puts. The put-call delta ratio of 0.25 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

NSC DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 12, 25 9,148.29 -8,946.77 201.52 0.98
Sep 19, 25 1,001,239.67 -189,272.17 811,967.5 0.19
Sep 26, 25 3,337.36 -361.57 2,975.79 0.11
Oct 3, 25 5,205.77 -2,530.3 2,675.47 0.49
Oct 10, 25 0 0 0 n/a
Oct 17, 25 119,188.97 -38,589.7 80,599.27 0.32
Oct 24, 25 0 0 0 n/a
Nov 21, 25 23,680.05 -1,538.1 22,141.95 0.06
Dec 19, 25 106,038.47 -61,104.39 44,934.08 0.58
Jan 16, 26 554,675.96 -125,399.27 429,276.69 0.23
Mar 20, 26 394,776.13 -28,211.16 366,564.97 0.07
Jun 18, 26 108,584.61 -73,161.92 35,422.69 0.67
Sep 18, 26 17,011.51 -8,209.74 8,801.77 0.48
Jan 15, 27 94,284.08 -63,555.09 30,728.99 0.67
Jun 17, 27 0 -199.46 -199.46 n/a