loanDepot Inc. (LDI)
NYSE: LDI
· Real-Time Price · USD
1.89
0.01 (0.80%)
At close: Aug 19, 2025, 9:45 AM
LDI Delta Exposure By Expiry
The total Delta Exposure (DEX) for LDI across all expirations shows 27,088.19 net shares that market makers must hedge, with 29,853.56 from calls and 2,765.37 from puts. The put-call delta ratio of 0.09 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Dec 19, 25 with 11,303.41 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.
LDI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 7,676.63 | -233.53 | 7,443.1 | 0.03 |
| Oct 17, 25 | 592.36 | -12.04 | 580.32 | 0.02 |
| Nov 21, 25 | 79.14 | -1.68 | 77.46 | 0.02 |
| Dec 19, 25 | 13,445.46 | -2,142.05 | 11,303.41 | 0.16 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 8,059.97 | -376.07 | 7,683.9 | 0.05 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |