CME Group Inc. (CME)
NASDAQ: CME
· Real-Time Price · USD
264.67
-0.76 (-0.29%)
At close: Oct 03, 2025, 3:59 PM
265.06
0.15%
After-hours: Oct 03, 2025, 07:39 PM EDT
CME Delta Exposure By Expiry
The total Delta Exposure (DEX) for CME across all expirations shows 385,478.99 net shares that market makers must hedge, with 2,295,685.39 from calls and 1,910,206.4 from puts. The put-call delta ratio of 0.83 suggests neutral market maker positioning.
CME DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 262,029.82 | -573,736.87 | -311,707.05 | 2.19 |
| Nov 21, 25 | 162,739.21 | -137,784.17 | 24,955.04 | 0.85 |
| Dec 19, 25 | 137,920.2 | -265,066.99 | -127,146.79 | 1.92 |
| Jan 16, 26 | 771,519.11 | -326,817.47 | 444,701.64 | 0.42 |
| Mar 20, 26 | 246,969.69 | -212,335.62 | 34,634.07 | 0.86 |
| Jun 18, 26 | 213,554.32 | -227,481.6 | -13,927.28 | 1.07 |
| Sep 18, 26 | 58,467.88 | -70,392.63 | -11,924.75 | 1.20 |
| Jan 15, 27 | 432,314.35 | -96,260.49 | 336,053.86 | 0.22 |
| Jan 21, 28 | 8,502.81 | -330.56 | 8,172.25 | 0.04 |
| Jan 1, 31 | 1,668 | 0 | 1,668 | 0.00 |