Westinghouse Air Brake Te... (WAB)
NYSE: WAB
· Real-Time Price · USD
200.09
2.22 (1.12%)
At close: Oct 03, 2025, 3:59 PM
200.00
-0.04%
After-hours: Oct 03, 2025, 06:00 PM EDT
WAB Delta Exposure By Expiry
The total Delta Exposure (DEX) for WAB across all expirations shows 19,660.86 net shares that market makers must hedge, with 88,230.4 from calls and 68,569.54 from puts. The put-call delta ratio of 0.78 suggests neutral market maker positioning.
WAB DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 29,776.74 | -32,051.89 | -2,275.15 | 1.08 |
| Nov 21, 25 | 7,056.18 | -3,292.42 | 3,763.76 | 0.47 |
| Dec 19, 25 | 25,491.21 | -12,756.87 | 12,734.34 | 0.50 |
| Jan 16, 26 | 19,066.99 | -17,065.68 | 2,001.31 | 0.90 |
| Apr 17, 26 | 6,839.28 | -3,402.68 | 3,436.6 | 0.50 |