ImmunityBio Inc. (IBRX)
NASDAQ: IBRX
· Real-Time Price · USD
2.29
0.05 (2.23%)
At close: Aug 22, 2025, 12:39 PM
IBRX Delta Exposure By Expiry
The total Delta Exposure (DEX) for IBRX across all expirations shows 121,423.53 net shares that market makers must hedge, with 174,890.6 from calls and 53,467.07 from puts. The put-call delta ratio of 0.31 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 15, 27 with 45,399.23 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.
IBRX DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 9,209.63 | -7,910.42 | 1,299.21 | 0.86 |
| Oct 17, 25 | 8,033.73 | -8,640.99 | -607.26 | 1.08 |
| Nov 21, 25 | 6,952.83 | -2,167.93 | 4,784.9 | 0.31 |
| Dec 19, 25 | 20,758.34 | -6,893.73 | 13,864.61 | 0.33 |
| Jan 16, 26 | 56,697.16 | -21,132.82 | 35,564.34 | 0.37 |
| Mar 20, 26 | 12,422.4 | -717.32 | 11,705.08 | 0.06 |
| Apr 17, 26 | 46.07 | -1.18 | 44.89 | 0.03 |
| May 15, 26 | 5,227.43 | -102.42 | 5,125.01 | 0.02 |
| Aug 21, 26 | 4,322.75 | -79.23 | 4,243.52 | 0.02 |
| Jan 15, 27 | 51,220.26 | -5,821.03 | 45,399.23 | 0.11 |