WPP (WPP)
NYSE: WPP
· Real-Time Price · USD
24.90
0.62 (2.55%)
At close: Oct 03, 2025, 3:59 PM
24.99
0.36%
After-hours: Oct 03, 2025, 06:40 PM EDT
WPP Delta Exposure By Expiry
The total Delta Exposure (DEX) for WPP across all expirations shows -6,847.29 net shares that market makers must hedge, with 17,089.92 from calls and 23,937.21 from puts. The put-call delta ratio of 1.40 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
WPP DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 1,685.33 | -2,957.47 | -1,272.14 | 1.75 |
| Nov 21, 25 | 4,382.99 | -11,455.12 | -7,072.13 | 2.61 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 7,455.13 | -7,838.39 | -383.26 | 1.05 |
| May 15, 26 | 3,307.62 | -1,190.8 | 2,116.82 | 0.36 |
| Dec 18, 26 | 258.85 | -495.43 | -236.58 | 1.91 |