Ambev S.A. (ABEV)
NYSE: ABEV
· Real-Time Price · USD
2.17
-0.02 (-0.91%)
At close: Oct 03, 2025, 3:59 PM
2.19
0.91%
After-hours: Oct 03, 2025, 07:56 PM EDT
ABEV Delta Exposure By Expiry
The total Delta Exposure (DEX) for ABEV across all expirations shows 15,561.92 net shares that market makers must hedge, with 35,710.56 from calls and 20,148.64 from puts. The put-call delta ratio of 0.56 suggests neutral market maker positioning.
ABEV DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 17, 25 | 4,225.04 | -395.97 | 3,829.07 | 0.09 |
Nov 21, 25 | 101.29 | -6.12 | 95.17 | 0.06 |
Jan 16, 26 | 17,112.54 | -12,835.41 | 4,277.13 | 0.75 |
Apr 17, 26 | 385.96 | -242.66 | 143.3 | 0.63 |
Jan 15, 27 | 13,885.73 | -6,668.48 | 7,217.25 | 0.48 |