Royal Bank of Canada (RY)
NYSE: RY
· Real-Time Price · USD
144.54
-1.27 (-0.87%)
At close: Sep 05, 2025, 3:59 PM
144.15
-0.27%
After-hours: Sep 05, 2025, 06:58 PM EDT
RY Delta Exposure By Expiry
The total Delta Exposure (DEX) for RY across all expirations shows 1,355,699.25 net shares that market makers must hedge, with 1,577,375.37 from calls and 221,676.12 from puts. The put-call delta ratio of 0.14 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 |
|---|---|---|---|---|
| Sep 19, 25 | 409,067.66 | -109,421.6 | 299,646.06 | 0.27 |
| Oct 17, 25 | 522,697.63 | -39,357.01 | 483,340.62 | 0.08 |
| Jan 16, 26 | 546,889.37 | -54,525.9 | 492,363.47 | 0.10 |
| Apr 17, 26 | 24,918.99 | -2,330.72 | 22,588.27 | 0.09 |
| Jan 15, 27 | 73,801.72 | -16,040.89 | 57,760.83 | 0.22 |