Bausch Health Companies I... (BHC)
NYSE: BHC
· Real-Time Price · USD
6.68
0.13 (1.98%)
At close: Oct 03, 2025, 3:59 PM
6.67
-0.20%
After-hours: Oct 03, 2025, 07:45 PM EDT
BHC Delta Exposure By Expiry
The total Delta Exposure (DEX) for BHC across all expirations shows 17,425.31 net shares that market makers must hedge, with 126,394.79 from calls and 108,969.48 from puts. The put-call delta ratio of 0.86 suggests neutral market maker positioning.
BHC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 2,544.7 | -1,123 | 1,421.7 | 0.44 |
| Oct 17, 25 | 16,959.87 | -18,331.53 | -1,371.66 | 1.08 |
| Oct 24, 25 | 1,242.91 | -294.61 | 948.3 | 0.24 |
| Oct 31, 25 | 499.37 | -288.83 | 210.54 | 0.58 |
| Nov 7, 25 | 197.34 | -24.35 | 172.99 | 0.12 |
| Nov 14, 25 | 0 | -1.62 | -1.62 | n/a |
| Nov 21, 25 | 1,073.49 | -613 | 460.49 | 0.57 |
| Dec 19, 25 | 18,761.96 | -22,541.23 | -3,779.27 | 1.20 |
| Jan 16, 26 | 32,045.54 | -15,110.99 | 16,934.55 | 0.47 |
| Apr 17, 26 | 5,624.22 | -4,381.91 | 1,242.31 | 0.78 |
| Jan 15, 27 | 34,820.79 | -7,005.62 | 27,815.17 | 0.20 |
| Dec 17, 27 | 12,293.96 | -39,234.31 | -26,940.35 | 3.19 |
| Jan 21, 28 | 330.64 | -18.48 | 312.16 | 0.06 |