Alpha and Omega Semicondu... (AOSL)
NASDAQ: AOSL
· Real-Time Price · USD
25.78
-0.61 (-2.33%)
At close: Aug 20, 2025, 10:24 AM
AOSL Delta Exposure By Expiry
The total Delta Exposure (DEX) for AOSL across all expirations shows 7,129.51 net shares that market makers must hedge, with 17,774.36 from calls and 10,644.85 from puts. The put-call delta ratio of 0.60 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 7,094.84 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.
AOSL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 9,604 | -7,066.98 | 2,537.02 | 0.74 |
| Oct 17, 25 | 8.27 | -2,163.03 | -2,154.76 | 261.55 |
| Dec 19, 25 | 7,905.04 | -810.2 | 7,094.84 | 0.10 |
| Mar 20, 26 | 257.05 | -604.64 | -347.59 | 2.35 |