American Airlines Group Inc. (AAL) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

American Airlines Group I...

NASDAQ: AAL · Real-Time Price · USD
11.58
0.15 (1.31%)
At close: Oct 03, 2025, 3:59 PM
11.57
-0.09%
After-hours: Oct 03, 2025, 07:59 PM EDT

AAL Delta Exposure By Expiry

The total Delta Exposure (DEX) for AAL across all expirations shows 311,696.9 net shares that market makers must hedge, with 4,576,339.11 from calls and 4,264,642.21 from puts. The put-call delta ratio of 0.93 suggests neutral market maker positioning.

AAL DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 10, 25 215,677.02 -87,264 128,413.02 0.40
Oct 17, 25 355,307.88 -273,609.6 81,698.28 0.77
Oct 24, 25 82,552.99 -43,564.54 38,988.45 0.53
Oct 31, 25 96,441.28 -125,031.44 -28,590.16 1.30
Nov 7, 25 13,751.84 -10,068.86 3,682.98 0.73
Nov 14, 25 390.51 -95.06 295.45 0.24
Nov 21, 25 640,696.32 -453,431.03 187,265.29 0.71
Dec 19, 25 477,076.27 -456,352.04 20,724.23 0.96
Jan 16, 26 799,676.58 -805,593.42 -5,916.84 1.01
Feb 20, 26 56,777.7 -264,441.27 -207,663.57 4.66
Mar 20, 26 327,967.88 -413,325.01 -85,357.13 1.26
May 15, 26 29,667.09 -71,871.67 -42,204.58 2.42
Jun 18, 26 656,728.5 -439,561.33 217,167.17 0.67
Sep 18, 26 94,221.72 -145,093.37 -50,871.65 1.54
Dec 18, 26 210,917.26 -198,328.22 12,589.04 0.94
Jan 15, 27 349,286.67 -321,848.6 27,438.07 0.92
Dec 17, 27 154,025.83 -152,552.64 1,473.19 0.99
Jan 21, 28 15,175.77 -2,610.11 12,565.66 0.17