HCI Group Inc. (HCI)
NYSE: HCI
· Real-Time Price · USD
165.45
1.98 (1.21%)
At close: Aug 22, 2025, 3:59 PM
165.46
0.01%
After-hours: Aug 22, 2025, 05:51 PM EDT
HCI Delta Exposure By Expiry
The total Delta Exposure (DEX) for HCI across all expirations shows 582,403.18 net shares that market makers must hedge, with 592,597.73 from calls and 10,194.55 from puts. The put-call delta ratio of 0.02 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Nov 21, 25 with 388,619.25 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
HCI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 128,381.03 | -4,847.3 | 123,533.73 | 0.04 |
| Oct 17, 25 | 345.97 | -98.7 | 247.27 | 0.29 |
| Nov 21, 25 | 390,255.83 | -1,636.58 | 388,619.25 | 0.00 |
| Dec 19, 25 | 70,703.94 | -1,093.42 | 69,610.52 | 0.02 |
| Mar 20, 26 | 2,910.96 | -2,518.55 | 392.41 | 0.87 |