Nano Dimension Ltd. (NNDM)
NNDM Daily Delta Exposure
NNDM's current Delta Exposure (DEX) is -102.17K shares, which is 101% larger than the 3M average of -50.81K shares. During this period, DEX ranged from -121.65K on Aug 13, 2025 to -7.59K on Jun 2, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 4.36 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Aug 18, 2025 | 30,439.45 | -132,605.67 | -102,166.22 | 4.36 |
Aug 15, 2025 | 30,240.26 | -148,600 | -118,359.74 | 4.91 |
Aug 14, 2025 | 30,799.79 | -148,326.52 | -117,526.73 | 4.82 |
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