Thermo Fisher Scientific Inc. (TMO) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Thermo Fisher Scientific ...

NYSE: TMO · Real-Time Price · USD
464.24
5.02 (1.09%)
At close: Sep 26, 2025, 3:59 PM
461.10
-0.68%
After-hours: Sep 26, 2025, 06:56 PM EDT

TMO Delta Exposure By Expiry

The total Delta Exposure (DEX) for TMO across all expirations shows 1,907,961.8 net shares that market makers must hedge, with 6,095,141.45 from calls and 4,187,179.65 from puts. The put-call delta ratio of 0.69 suggests neutral market maker positioning.

TMO DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 3, 25 115,692.07 -256,534.85 -140,842.78 2.22
Oct 10, 25 62,933.25 -66,307.43 -3,374.18 1.05
Oct 17, 25 2,568,675.9 -634,634.01 1,934,041.89 0.25
Oct 24, 25 41,981.32 -30,785.77 11,195.55 0.73
Oct 31, 25 15,916.41 -119,621.6 -103,705.19 7.52
Nov 7, 25 0 -667.25 -667.25 n/a
Nov 21, 25 253,938.62 -227,116.94 26,821.68 0.89
Dec 19, 25 1,074,925.42 -402,338.3 672,587.12 0.37
Jan 16, 26 589,892.57 -1,044,963.45 -455,070.88 1.77
Mar 20, 26 476,052.43 -248,372.21 227,680.22 0.52
Jun 18, 26 277,788.88 -243,063.37 34,725.51 0.87
Sep 18, 26 98,079.04 -181,555.54 -83,476.5 1.85
Dec 18, 26 82,614.71 -201,070.91 -118,456.2 2.43
Jan 15, 27 427,151.92 -520,237.3 -93,085.38 1.22
Jan 21, 28 9,498.91 -9,910.72 -411.81 1.04