HDFC Bank Limited (HDB)
NYSE: HDB
· Real-Time Price · USD
34.25
0.16 (0.47%)
At close: Oct 03, 2025, 3:59 PM
35.10
2.48%
After-hours: Oct 03, 2025, 07:55 PM EDT
HDB Delta Exposure By Expiry
The total Delta Exposure (DEX) for HDB across all expirations shows -68,757.07 net shares that market makers must hedge, with 74,133.24 from calls and 142,890.31 from puts. The put-call delta ratio of 1.93 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
HDB DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 21,028.53 | -13,348.76 | 7,679.77 | 0.63 |
| Nov 21, 25 | 25,215.23 | -1,580.21 | 23,635.02 | 0.06 |
| Jan 16, 26 | 10,550.72 | -23,425.78 | -12,875.06 | 2.22 |
| Apr 17, 26 | 17,338.76 | -104,535.56 | -87,196.8 | 6.03 |