Haemonetics Corporation (HAE)
NYSE: HAE
· Real-Time Price · USD
50.48
1.58 (3.23%)
At close: Oct 03, 2025, 3:59 PM
50.52
0.08%
Pre-market: Oct 06, 2025, 07:10 AM EDT
HAE Delta Exposure By Expiry
The total Delta Exposure (DEX) for HAE across all expirations shows -57,205.24 net shares that market makers must hedge, with 48,332.5 from calls and 105,537.74 from puts. The put-call delta ratio of 2.18 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
HAE DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 26,589.67 | -74,400.18 | -47,810.51 | 2.80 |
| Nov 21, 25 | 3,605.7 | -582.35 | 3,023.35 | 0.16 |
| Dec 19, 25 | 14,306.98 | -27,202.77 | -12,895.79 | 1.90 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 3,494.6 | -2,986.47 | 508.13 | 0.85 |
| Jan 15, 27 | 20.9 | -365.97 | -345.07 | 17.51 |
| Jan 21, 28 | 314.65 | 0 | 314.65 | 0.00 |