(MSFO)
AMEX: MSFO
· Real-Time Price · USD
17.38
-0.05 (-0.29%)
At close: Sep 02, 2025, 3:59 PM
17.32
-0.35%
After-hours: Sep 02, 2025, 04:51 PM EDT
MSFO Delta Exposure By Expiry
The total Delta Exposure (DEX) for MSFO across all expirations shows -1,762.13 net shares that market makers must hedge, with 2,164.51 from calls and 3,926.64 from puts. The put-call delta ratio of 1.81 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Oct 17, 25 with -1,275.02 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
MSFO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 439.52 | -631.18 | -191.66 | 1.44 |
| Oct 17, 25 | 405.38 | -1,680.4 | -1,275.02 | 4.15 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 1,298.77 | -896.16 | 402.61 | 0.69 |
| Apr 17, 26 | 20.84 | -718.9 | -698.06 | 34.50 |