International Flavors & Fragrances Inc. (IFF) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

International Flavors & F...

NYSE: IFF · Real-Time Price · USD
62.17
0.66 (1.07%)
At close: Oct 03, 2025, 3:59 PM
63.42
2.01%
After-hours: Oct 03, 2025, 07:52 PM EDT

IFF Delta Exposure By Expiry

The total Delta Exposure (DEX) for IFF across all expirations shows -94,615.46 net shares that market makers must hedge, with 193,211.14 from calls and 287,826.6 from puts. The put-call delta ratio of 1.49 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

IFF DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 32,062.21 -15,685.27 16,376.94 0.49
Nov 21, 25 35,678.67 -103,741.03 -68,062.36 2.91
Jan 16, 26 60,433.39 -70,445.95 -10,012.56 1.17
Feb 20, 26 6,564.45 -10,016.19 -3,451.74 1.53
Mar 20, 26 43,612.99 -14,758.31 28,854.68 0.34
May 15, 26 160.62 -2,751.59 -2,590.97 17.13
Jun 18, 26 6,367.97 -66,583.17 -60,215.2 10.46
Sep 18, 26 8,330.84 -3,845.09 4,485.75 0.46