ALT5 Sigma Corporation

NASDAQ: ALTS · Real-Time Price · USD
5.51
-0.38 (-6.45%)
At close: Aug 21, 2025, 3:59 PM
5.51
-0.09%
Pre-market: Aug 22, 2025, 07:55 AM EDT

ALTS Delta Exposure By Expiry

The total Delta Exposure (DEX) for ALTS across all expirations shows 112,127.84 net shares that market makers must hedge, with 133,035.75 from calls and 20,907.91 from puts. The put-call delta ratio of 0.16 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Sep 19, 25 with 62,061.87 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.

ALTS DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 79,870.14 -17,808.27 62,061.87 0.22
Oct 17, 25 8,714.11 -931.38 7,782.73 0.11
Nov 21, 25 15,358.53 -1,064.49 14,294.04 0.07
Feb 20, 26 29,092.97 -1,103.77 27,989.2 0.04