WPP (WPP)
NYSE: WPP
· Real-Time Price · USD
24.90
0.62 (2.55%)
At close: Oct 03, 2025, 3:59 PM
24.99
0.36%
After-hours: Oct 03, 2025, 06:40 PM EDT
WPP Delta Exposure By Expiry
The total Delta Exposure (DEX) for WPP across all expirations shows -6,957.17 net shares that market makers must hedge, with 18,279.86 from calls and 25,237.03 from puts. The put-call delta ratio of 1.38 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
WPP DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 1,901.9 | -3,027.83 | -1,125.93 | 1.59 |
| Nov 21, 25 | 4,833.5 | -12,152.09 | -7,318.59 | 2.51 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 7,769.64 | -8,315.41 | -545.77 | 1.07 |
| May 15, 26 | 3,498.51 | -1,203.71 | 2,294.8 | 0.34 |
| Dec 18, 26 | 276.31 | -537.99 | -261.68 | 1.95 |