CION Investment Corporati... (CION)
NYSE: CION
· Real-Time Price · USD
9.51
-0.03 (-0.31%)
At close: Oct 03, 2025, 3:59 PM
9.50
-0.11%
Pre-market: Oct 06, 2025, 04:58 AM EDT
CION Delta Exposure By Expiry
The total Delta Exposure (DEX) for CION across all expirations shows -435.77 net shares that market makers must hedge, with 2,302.81 from calls and 2,738.58 from puts. The put-call delta ratio of 1.19 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
CION DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 1,718.61 | -143.87 | 1,574.74 | 0.08 |
| Nov 21, 25 | 4.52 | -69.79 | -65.27 | 15.44 |
| Dec 19, 25 | 150.58 | -2,388.46 | -2,237.88 | 15.86 |
| Mar 20, 26 | 429.1 | -136.46 | 292.64 | 0.32 |