Ameren Corporation (AEE) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Ameren Corporation

NYSE: AEE · Real-Time Price · USD
103.70
0.78 (0.76%)
At close: Oct 03, 2025, 3:59 PM
103.74
0.04%
After-hours: Oct 03, 2025, 05:30 PM EDT

AEE Delta Exposure By Expiry

The total Delta Exposure (DEX) for AEE across all expirations shows 11,241.22 net shares that market makers must hedge, with 101,555.51 from calls and 90,314.29 from puts. The put-call delta ratio of 0.89 suggests neutral market maker positioning.

AEE DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 28,447.25 -60,898.64 -32,451.39 2.14
Nov 21, 25 7,763.29 -227.22 7,536.07 0.03
Dec 19, 25 12,793.17 -2,561.26 10,231.91 0.20
Jan 16, 26 12,054.15 -26,076.96 -14,022.81 2.16
Mar 20, 26 40,497.65 -550.21 39,947.44 0.01