FactSet Research Systems ... (FDS)
NYSE: FDS
· Real-Time Price · USD
359.31
-2.53 (-0.70%)
At close: Sep 15, 2025, 10:43 AM
FDS Delta Exposure By Expiry
The total Delta Exposure (DEX) for FDS across all expirations shows -219,836.43 net shares that market makers must hedge, with 281,154.67 from calls and 500,991.1 from puts. The put-call delta ratio of 1.78 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
FDS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 60,908.29 | -442,548.82 | -381,640.53 | 7.27 |
| Oct 17, 25 | 5,318.62 | -28,740.3 | -23,421.68 | 5.40 |
| Dec 19, 25 | 8,238.98 | -18,230.25 | -9,991.27 | 2.21 |
| Mar 20, 26 | 206,688.78 | -11,471.73 | 195,217.05 | 0.06 |