iRobot Corporation (IRBT)
NASDAQ: IRBT
· Real-Time Price · USD
4.22
0.23 (5.76%)
At close: Oct 03, 2025, 3:59 PM
4.37
3.55%
Pre-market: Oct 06, 2025, 09:19 AM EDT
IRBT Delta Exposure By Expiry
The total Delta Exposure (DEX) for IRBT across all expirations shows -1,702.89 net shares that market makers must hedge, with 71,556.98 from calls and 73,259.87 from puts. The put-call delta ratio of 1.02 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
IRBT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 910.97 | -84.7 | 826.27 | 0.09 |
| Oct 17, 25 | 4,184.21 | -2,321.53 | 1,862.68 | 0.55 |
| Oct 24, 25 | 467.96 | -79.2 | 388.76 | 0.17 |
| Oct 31, 25 | 890.45 | -93.17 | 797.28 | 0.10 |
| Nov 21, 25 | 1,079.52 | -122.41 | 957.11 | 0.11 |
| Dec 19, 25 | 7,142.19 | -5,423.11 | 1,719.08 | 0.76 |
| Jan 16, 26 | 19,711.98 | -39,691.72 | -19,979.74 | 2.01 |
| Mar 20, 26 | 2,127.5 | -14,428.09 | -12,300.59 | 6.78 |
| Jan 15, 27 | 34,259.46 | -10,942.17 | 23,317.29 | 0.32 |
| Jan 21, 28 | 782.74 | -73.77 | 708.97 | 0.09 |