AngloGold Ashanti (AU) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

AngloGold Ashanti

NYSE: AU · Real-Time Price · USD
73.34
0.88 (1.21%)
At close: Oct 03, 2025, 3:59 PM
74.76
1.93%
Pre-market: Oct 06, 2025, 08:36 AM EDT

AU Delta Exposure By Expiry

The total Delta Exposure (DEX) for AU across all expirations shows 576,525.33 net shares that market makers must hedge, with 2,093,924.19 from calls and 1,517,398.86 from puts. The put-call delta ratio of 0.72 suggests neutral market maker positioning.

AU DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 339,847.62 -260,609.36 79,238.26 0.77
Nov 21, 25 30,629.51 -35,676.24 -5,046.73 1.16
Jan 16, 26 847,819.33 -550,222.7 297,596.63 0.65
Mar 20, 26 505,664.7 -89,142.74 416,521.96 0.18
Apr 17, 26 15,559.88 -544,089.06 -528,529.18 34.97
Dec 18, 26 290,983.9 -17,370.87 273,613.03 0.06
Jan 15, 27 59,826.38 -19,716.71 40,109.67 0.33
Jan 21, 28 3,592.87 -571.18 3,021.69 0.16