Willis Towers Watson Publ... (WTW)
NASDAQ: WTW
· Real-Time Price · USD
340.45
10.23 (3.10%)
At close: Sep 11, 2025, 3:59 PM
340.45
0.00%
After-hours: Sep 11, 2025, 04:20 PM EDT
WTW Delta Exposure By Expiry
The total Delta Exposure (DEX) for WTW across all expirations shows 85,525.35 net shares that market makers must hedge, with 219,570.38 from calls and 134,045.03 from puts. The put-call delta ratio of 0.61 suggests neutral market maker positioning.
WTW DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 88,351.49 | -2,994.18 | 85,357.31 | 0.03 |
| Oct 17, 25 | 71,410.79 | -76,289.22 | -4,878.43 | 1.07 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 56,578.15 | -46,684.1 | 9,894.05 | 0.83 |
| Apr 17, 26 | 3,229.95 | -8,077.53 | -4,847.58 | 2.50 |