Royal Bank of Canada (RY) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Royal Bank of Canada

NYSE: RY · Real-Time Price · USD
146.12
-0.11 (-0.08%)
At close: Sep 26, 2025, 3:59 PM
146.11
-0.01%
After-hours: Sep 26, 2025, 06:24 PM EDT

RY Delta Exposure By Expiry

The total Delta Exposure (DEX) for RY across all expirations shows 989,544.53 net shares that market makers must hedge, with 1,258,513.33 from calls and 268,968.8 from puts. The put-call delta ratio of 0.21 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

RY DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 607,723.83 -126,336.16 481,387.67 0.21
Nov 21, 25 14,308.91 -34,871.82 -20,562.91 2.44
Jan 16, 26 507,946.26 -62,112.77 445,833.49 0.12
Apr 17, 26 44,880.38 -27,171.69 17,708.69 0.61
Jan 15, 27 83,653.95 -18,476.36 65,177.59 0.22