Canaan Inc. (CAN)
NASDAQ: CAN
· Real-Time Price · USD
0.75
0.09 (13.64%)
At close: Aug 22, 2025, 3:59 PM
0.75
-0.31%
After-hours: Aug 22, 2025, 07:56 PM EDT
CAN Delta Exposure By Expiry
The total Delta Exposure (DEX) for CAN across all expirations shows 39,007.59 net shares that market makers must hedge, with 41,921.24 from calls and 2,913.65 from puts. The put-call delta ratio of 0.07 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 18,963.51 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Aug 29, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
CAN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 29, 25 | 2,245.86 | -314.31 | 1,931.55 | 0.14 |
| Sep 5, 25 | 414.24 | -2.48 | 411.76 | 0.01 |
| Sep 12, 25 | 275.92 | -4.69 | 271.23 | 0.02 |
| Sep 19, 25 | 1,396.37 | -133.71 | 1,262.66 | 0.10 |
| Sep 26, 25 | 234.33 | -1.3 | 233.03 | 0.01 |
| Oct 3, 25 | 1.12 | 0 | 1.12 | 0.00 |
| Oct 17, 25 | 8,003.6 | -403.41 | 7,600.19 | 0.05 |
| Jan 16, 26 | 20,818.23 | -1,854.72 | 18,963.51 | 0.09 |
| Apr 17, 26 | 183.81 | -3.54 | 180.27 | 0.02 |
| Jan 15, 27 | 8,347.76 | -195.49 | 8,152.27 | 0.02 |