NatWest Group (NWG)
NYSE: NWG
· Real-Time Price · USD
14.90
0.62 (4.34%)
At close: Oct 03, 2025, 3:59 PM
14.52
-2.58%
Pre-market: Oct 06, 2025, 04:20 AM EDT
NWG Delta Exposure By Expiry
The total Delta Exposure (DEX) for NWG across all expirations shows 13,230.14 net shares that market makers must hedge, with 25,463.48 from calls and 12,233.34 from puts. The put-call delta ratio of 0.48 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
NWG DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 17, 25 | 936.97 | -204.67 | 732.3 | 0.22 |
Nov 21, 25 | 17,443.41 | -3,608.19 | 13,835.22 | 0.21 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Feb 20, 26 | 6,616.68 | -8,235.1 | -1,618.42 | 1.24 |
May 15, 26 | 466.42 | -185.38 | 281.04 | 0.40 |