American Electric Power Inc. (AEP) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

American Electric Power ...

NASDAQ: AEP · Real-Time Price · USD
114.06
0.60 (0.53%)
At close: Oct 03, 2025, 3:59 PM
114.20
0.12%
After-hours: Oct 03, 2025, 06:40 PM EDT

AEP Delta Exposure By Expiry

The total Delta Exposure (DEX) for AEP across all expirations shows 1,670,044.73 net shares that market makers must hedge, with 2,174,984.23 from calls and 504,939.5 from puts. The put-call delta ratio of 0.23 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

AEP DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 334,433.33 -97,948.58 236,484.75 0.29
Nov 21, 25 216,874.38 -83,508.37 133,366.01 0.39
Dec 19, 25 94,862.88 -58,945.74 35,917.14 0.62
Jan 16, 26 1,117,741.83 -84,125.09 1,033,616.74 0.08
Feb 20, 26 12,355.47 -33,497.29 -21,141.82 2.71
Mar 20, 26 108,121.25 -41,964.46 66,156.79 0.39
May 15, 26 1,223.62 -1,869.1 -645.48 1.53
Jun 18, 26 117,237.52 -40,901.18 76,336.34 0.35
Sep 18, 26 43,251.25 -21,806.83 21,444.42 0.50
Jan 15, 27 121,901.26 -40,286.34 81,614.92 0.33
Jan 21, 28 6,981.44 -86.52 6,894.92 0.01