Fair Isaac Corporation (FICO)
NYSE: FICO
· Real-Time Price · USD
1854.50
69.82 (3.91%)
At close: Oct 03, 2025, 3:59 PM
FICO Delta Exposure By Expiry
The total Delta Exposure (DEX) for FICO across all expirations shows 880,939.27 net shares that market makers must hedge, with 5,089,603.36 from calls and 4,208,664.09 from puts. The put-call delta ratio of 0.83 suggests neutral market maker positioning.
FICO DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 17, 25 | 1,628,629.16 | -1,762,041.09 | -133,411.93 | 1.08 |
Nov 21, 25 | 207,272.41 | -111,676.55 | 95,595.86 | 0.54 |
Dec 19, 25 | 1,031,652.26 | -876,224.68 | 155,427.58 | 0.85 |
Jan 16, 26 | 1,286,702.35 | -602,551.86 | 684,150.49 | 0.47 |
Feb 20, 26 | 341,869.81 | -538,452.18 | -196,582.37 | 1.58 |
Apr 17, 26 | 47,768.78 | -46,352.5 | 1,416.28 | 0.97 |
May 15, 26 | 80,840.28 | -59,607.37 | 21,232.91 | 0.74 |
Jun 18, 26 | 83,506.33 | -65,163.22 | 18,343.11 | 0.78 |
Aug 21, 26 | 107,025.14 | -50,751.69 | 56,273.45 | 0.47 |
Nov 20, 26 | 230,610.24 | -78,925.23 | 151,685.01 | 0.34 |
Jan 15, 27 | 26,477.26 | -11,555.46 | 14,921.8 | 0.44 |
Jan 21, 28 | 17,249.34 | -5,362.26 | 11,887.08 | 0.31 |