Arvinas Inc. (ARVN)
NASDAQ: ARVN
· Real-Time Price · USD
7.83
0.10 (1.29%)
At close: Aug 29, 2025, 3:59 PM
ARVN Delta Exposure By Expiry
The total Delta Exposure (DEX) for ARVN across all expirations shows 72,996.84 net shares that market makers must hedge, with 94,868.75 from calls and 21,871.91 from puts. The put-call delta ratio of 0.23 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 22,209.83 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.
ARVN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 29,910.54 | -7,700.71 | 22,209.83 | 0.26 |
| Oct 17, 25 | 27,580.14 | -5,536.67 | 22,043.47 | 0.20 |
| Dec 19, 25 | 28,713.53 | -7,065.15 | 21,648.38 | 0.25 |
| Jan 16, 26 | 7,672.34 | -1,514.47 | 6,157.87 | 0.20 |
| Apr 17, 26 | 992.2 | -54.91 | 937.29 | 0.06 |
| Jun 18, 26 | 0 | 0 | 0 | n/a |