(EFG)
CBOE: EFG
· Real-Time Price · USD
110.95
-1.00 (-0.89%)
At close: Aug 29, 2025, 3:00 PM
EFG Delta Exposure By Expiry
The total Delta Exposure (DEX) for EFG across all expirations shows 769.53 net shares that market makers must hedge, with 939.41 from calls and 169.88 from puts. The put-call delta ratio of 0.18 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Nov 21, 25 with 625 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.
EFG DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 126.46 | 0 | 126.46 | 0.00 |
| Oct 17, 25 | 18.07 | 0 | 18.07 | 0.00 |
| Nov 21, 25 | 794.88 | -169.88 | 625 | 0.21 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 0 | 0 | 0 | n/a |