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

American International Gr...

NYSE: AIG · Real-Time Price · USD
81.04
1.40 (1.76%)
At close: Oct 03, 2025, 3:59 PM
81.07
0.04%
After-hours: Oct 03, 2025, 06:18 PM EDT

AIG Delta Exposure By Expiry

The total Delta Exposure (DEX) for AIG across all expirations shows -66,149.02 net shares that market makers must hedge, with 1,376,015.61 from calls and 1,442,164.63 from puts. The put-call delta ratio of 1.05 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

AIG DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 10, 25 6,471.38 -4,316.96 2,154.42 0.67
Oct 17, 25 58,117.63 -87,189 -29,071.37 1.50
Oct 24, 25 8,671.71 -8,643.1 28.61 1.00
Oct 31, 25 19,350.72 -6,246.01 13,104.71 0.32
Nov 7, 25 4,770.37 -695.27 4,075.1 0.15
Nov 14, 25 0 0 0 n/a
Nov 21, 25 115,744.71 -195,298.43 -79,553.72 1.69
Dec 19, 25 11,762.83 -3,263.64 8,499.19 0.28
Jan 16, 26 628,936.75 -588,710.58 40,226.17 0.94
Feb 20, 26 18,479.89 -20,088.31 -1,608.42 1.09
Mar 20, 26 80,266.09 -61,483.34 18,782.75 0.77
May 15, 26 0 -60.58 -60.58 n/a
Jun 18, 26 276,314.22 -360,049.81 -83,735.59 1.30
Sep 18, 26 14,618 -16,707.12 -2,089.12 1.14
Dec 18, 26 45,683.42 -49,878.77 -4,195.35 1.09
Jan 15, 27 80,815.23 -38,815.38 41,999.85 0.48
Jan 21, 28 6,012.66 -718.33 5,294.33 0.12