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Macy's Inc M 22.23 0.29 1.31%

M Delta Exposure (DEX)

M (Macy's Inc): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.376
Put Call Ratio (OI)
0.775
Put Call Ratio (Vol)
0.256
IV Rank
18.5
IV Percentile
1.6
Max Pain
21.5

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.2
19.2
View values by strike
M · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
3.00 391 -25.6
5.00 6.27 K -2.01 K
8.00 29.7 K -4.42 K
9.00 0 -51.3
10.00 9.34 K -18.2 K
11.00 0 -976
12.00 45.9 K -4.83 K
13.00 225 K -2.7 K
14.00 0 -637
15.00 174 K -36.8 K
16.00 1.55 K -588
17.00 130 K -42.1 K
17.50 465 -139
18.00 21.1 K -8.6 K
18.50 0 -222
19.00 42 K -25.1 K
19.50 1.04 K -1.47 K
20.00 247 K -184 K
20.50 811 -5.51 K
21.00 47.7 K -83.1 K
21.50 68.5 K -17.2 K
22.00 412 K -171 K
22.50 29.6 K -18.4 K
23.00 613 K -86.8 K
23.50 5.6 K -2.13 K
24.00 130 K -112 K
24.50 2.65 K -1.04 K
25.00 303 K -104 K
25.50 2.95 K -2.18 K
26.00 60.9 K -23.3 K
26.50 1.41 K -89.6
27.00 94.8 K -45 K
27.50 762 0
28.00 19.5 K -8.63 K
29.00 12.1 K -2.02 K
29.50 0 -92.1
30.00 128 K -11.4 K
30.50 227 0
31.00 3.66 K -90.5
32.00 7.16 K 0
33.00 1.55 K 0
34.00 1.69 K -187
35.00 26.5 K -1.12 K