Diageo (DEO)
NYSE: DEO
· Real-Time Price · USD
114.07
3.43 (3.10%)
At close: Aug 19, 2025, 3:59 PM
113.69
-0.33%
After-hours: Aug 19, 2025, 07:45 PM EDT
DEO Delta Exposure By Expiry
The total Delta Exposure (DEX) for DEO across all expirations shows 193,650.96 net shares that market makers must hedge, with 428,036.08 from calls and 234,385.12 from puts. The put-call delta ratio of 0.55 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 96,248.93 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
DEO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 118,098.6 | -21,849.67 | 96,248.93 | 0.19 |
| Oct 17, 25 | 190,090.8 | -109,032.69 | 81,058.11 | 0.57 |
| Jan 16, 26 | 119,417.99 | -99,508.46 | 19,909.53 | 0.83 |
| Apr 17, 26 | 428.69 | -3,994.3 | -3,565.61 | 9.32 |
| Jun 18, 26 | 0 | 0 | 0 | n/a |