Kenon Ltd. (KEN)
NYSE: KEN
· Real-Time Price · USD
45.19
0.76 (1.71%)
At close: Aug 22, 2025, 3:59 PM
45.20
0.02%
After-hours: Aug 22, 2025, 05:29 PM EDT
KEN Delta Exposure By Expiry
The total Delta Exposure (DEX) for KEN across all expirations shows 1,160.83 net shares that market makers must hedge, with 4,069.33 from calls and 2,908.5 from puts. The put-call delta ratio of 0.71 suggests neutral market maker positioning. The largest delta concentration at Oct 17, 25 with 1,725.82 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
KEN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 89.54 | -103 | -13.46 | 1.15 |
| Oct 17, 25 | 1,963.2 | -237.38 | 1,725.82 | 0.12 |
| Jan 16, 26 | 2,016.59 | -1,114.6 | 901.99 | 0.55 |
| Apr 17, 26 | 0 | -1,453.52 | -1,453.52 | n/a |