Norfolk Southern Corporation (NSC) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Norfolk Southern Corporat...

NYSE: NSC · Real-Time Price · USD
300.15
1.85 (0.62%)
At close: Oct 03, 2025, 3:59 PM
301.82
0.55%
After-hours: Oct 03, 2025, 07:55 PM EDT

NSC Delta Exposure By Expiry

The total Delta Exposure (DEX) for NSC across all expirations shows 752,372.32 net shares that market makers must hedge, with 1,611,366.67 from calls and 858,994.35 from puts. The put-call delta ratio of 0.53 suggests neutral market maker positioning.

NSC DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 10, 25 3,379.25 -33,928.3 -30,549.05 10.04
Oct 17, 25 177,146.99 -154,908.02 22,238.97 0.87
Oct 24, 25 1,245.78 -2,700.69 -1,454.91 2.17
Oct 31, 25 2,717.75 -5,957.55 -3,239.8 2.19
Nov 7, 25 1,184.99 -300.15 884.84 0.25
Nov 14, 25 0 0 0 n/a
Nov 21, 25 57,965.6 -166,937.69 -108,972.09 2.88
Dec 19, 25 136,632.03 -103,919.22 32,712.81 0.76
Jan 16, 26 491,939.45 -130,681.25 361,258.2 0.27
Mar 20, 26 459,941.87 -32,836.47 427,105.4 0.07
Jun 18, 26 128,165.14 -73,659.67 54,505.47 0.57
Sep 18, 26 40,597.22 -19,921.15 20,676.07 0.49
Jan 15, 27 105,311.95 -103,951.62 1,360.33 0.99
Jun 17, 27 1,162.87 -173.67 989.2 0.15
Jan 21, 28 3,975.78 -29,118.9 -25,143.12 7.32