Amrize Ltd (AMRZ)
NYSE: AMRZ
· Real-Time Price · USD
52.04
-0.01 (-0.02%)
At close: Aug 29, 2025, 3:59 PM
51.08
-1.84%
Pre-market: Sep 02, 2025, 08:15 AM EDT
AMRZ Delta Exposure By Expiry
The total Delta Exposure (DEX) for AMRZ across all expirations shows 86,724.89 net shares that market makers must hedge, with 103,535.76 from calls and 16,810.87 from puts. The put-call delta ratio of 0.16 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 48,260.33 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
AMRZ DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 17,962.35 | -9,064.87 | 8,897.48 | 0.50 |
| Oct 17, 25 | 1,924.45 | -2,396.53 | -472.08 | 1.25 |
| Nov 21, 25 | 277.82 | -2,117.85 | -1,840.03 | 7.62 |
| Jan 16, 26 | 50,193.8 | -1,933.47 | 48,260.33 | 0.04 |
| Apr 17, 26 | 33,177.34 | -1,298.15 | 31,879.19 | 0.04 |