Mesoblast Limited (MESO)
NASDAQ: MESO
· Real-Time Price · USD
13.51
0.63 (4.89%)
At close: Sep 04, 2025, 10:29 AM
MESO Delta Exposure By Expiry
The total Delta Exposure (DEX) for MESO across all expirations shows 75,098.66 net shares that market makers must hedge, with 95,813.66 from calls and 20,715 from puts. The put-call delta ratio of 0.22 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 45,655.78 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.
MESO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 4,072.66 | -1,663.25 | 2,409.41 | 0.41 |
| Oct 17, 25 | 39,813.45 | -17,171.52 | 22,641.93 | 0.43 |
| Jan 16, 26 | 47,178.15 | -1,522.37 | 45,655.78 | 0.03 |
| Apr 17, 26 | 4,749.4 | -357.86 | 4,391.54 | 0.08 |