Beam Therapeutics Inc. (BEAM)
NASDAQ: BEAM
· Real-Time Price · USD
16.64
0.63 (3.94%)
At close: Aug 22, 2025, 3:59 PM
16.77
0.77%
After-hours: Aug 22, 2025, 06:27 PM EDT
BEAM Delta Exposure By Expiry
The total Delta Exposure (DEX) for BEAM across all expirations shows 29,233.49 net shares that market makers must hedge, with 78,168.78 from calls and 48,935.29 from puts. The put-call delta ratio of 0.63 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 22,849.64 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
BEAM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 10,974.29 | -15,310.82 | -4,336.53 | 1.40 |
| Oct 17, 25 | 700.45 | -226.79 | 473.66 | 0.32 |
| Nov 21, 25 | 8,981.62 | -5,178.23 | 3,803.39 | 0.58 |
| Dec 19, 25 | 46,268.87 | -23,419.23 | 22,849.64 | 0.51 |
| Feb 20, 26 | 11,243.55 | -4,800.22 | 6,443.33 | 0.43 |