Core Natural Resources In... (CNR)
NYSE: CNR
· Real-Time Price · USD
69.95
0.11 (0.16%)
At close: Aug 20, 2025, 10:31 AM
CNR Delta Exposure By Expiry
The total Delta Exposure (DEX) for CNR across all expirations shows 21,145.09 net shares that market makers must hedge, with 245,060.26 from calls and 223,915.17 from puts. The put-call delta ratio of 0.91 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 56,406.55 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.
CNR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 21,613.9 | -61,733.19 | -40,119.29 | 2.86 |
| Oct 17, 25 | 1,019.78 | -117.59 | 902.19 | 0.12 |
| Dec 19, 25 | 214,612.16 | -158,205.61 | 56,406.55 | 0.74 |
| Mar 20, 26 | 7,814.42 | -3,858.78 | 3,955.64 | 0.49 |