Azul S.A. (AZUL)
NYSE: AZUL
· Real-Time Price · USD
0.50
0.01 (2.33%)
At close: May 27, 2025, 3:59 PM
AZUL Delta Exposure By Expiry
The total Delta Exposure (DEX) for AZUL across all expirations shows 328.23 net shares that market makers must hedge, with 2,590.55 from calls and 2,262.32 from puts. The put-call delta ratio of 0.87 suggests neutral market maker positioning.
AZUL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Nov 21, 25 | 0 | -164.54 | -164.54 | n/a |
| Jan 16, 26 | 1,926.87 | -2,097.78 | -170.91 | 1.09 |
| Jan 15, 27 | 663.68 | 0 | 663.68 | 0.00 |