Citigroup Inc. (C) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Citigroup Inc.

NYSE: C · Real-Time Price · USD
97.71
0.37 (0.38%)
At close: Oct 03, 2025, 3:59 PM
97.77
0.06%
After-hours: Oct 03, 2025, 07:59 PM EDT

C Delta Exposure By Expiry

The total Delta Exposure (DEX) for C across all expirations shows 40,883,934.35 net shares that market makers must hedge, with 50,309,316.08 from calls and 9,425,381.73 from puts. The put-call delta ratio of 0.19 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

C DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 10, 25 1,191,175.26 -552,628.36 638,546.9 0.46
Oct 17, 25 3,814,000.13 -1,029,151.22 2,784,848.91 0.27
Oct 24, 25 262,719.18 -90,450.68 172,268.5 0.34
Oct 31, 25 168,096.4 -67,953.57 100,142.83 0.40
Nov 7, 25 62,547.51 -23,410.75 39,136.76 0.37
Nov 14, 25 912.81 -215.77 697.04 0.24
Nov 21, 25 1,805,442.06 -695,126.68 1,110,315.38 0.39
Dec 19, 25 4,489,366.66 -774,059.99 3,715,306.67 0.17
Jan 16, 26 17,596,082.98 -1,221,053.07 16,375,029.91 0.07
Mar 20, 26 3,318,777.7 -632,237.23 2,686,540.47 0.19
May 15, 26 262,720.01 -248,972.09 13,747.92 0.95
Jun 18, 26 3,688,458.35 -678,443.38 3,010,014.97 0.18
Jul 17, 26 3,257,584.54 -351,210 2,906,374.54 0.11
Aug 21, 26 27,020.25 -114,414.26 -87,394.01 4.23
Sep 18, 26 731,750.92 -273,274.3 458,476.62 0.37
Dec 18, 26 2,732,014.2 -530,638.62 2,201,375.58 0.19
Jan 15, 27 3,677,346.65 -1,531,337.91 2,146,008.74 0.42
Jun 17, 27 3,015,809 -546,892.46 2,468,916.54 0.18
Jan 21, 28 207,491.47 -63,911.39 143,580.08 0.31