Nano-X Imaging Ltd. (NNOX)
NASDAQ: NNOX
· Real-Time Price · USD
4.06
0.05 (1.25%)
At close: Aug 22, 2025, 3:59 PM
4.10
0.99%
After-hours: Aug 22, 2025, 07:54 PM EDT
NNOX Delta Exposure By Expiry
The total Delta Exposure (DEX) for NNOX across all expirations shows 9,073.77 net shares that market makers must hedge, with 31,244.18 from calls and 22,170.41 from puts. The put-call delta ratio of 0.71 suggests neutral market maker positioning. The largest delta concentration at Jan 15, 27 with 10,874.97 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
NNOX DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 876.45 | -2,121.49 | -1,245.04 | 2.42 |
| Oct 17, 25 | 8.31 | -53.04 | -44.73 | 6.38 |
| Nov 21, 25 | 1,073.28 | -8,759.79 | -7,686.51 | 8.16 |
| Jan 16, 26 | 15,873.64 | -8,838.72 | 7,034.92 | 0.56 |
| Feb 20, 26 | 475.54 | -335.38 | 140.16 | 0.71 |
| Jan 15, 27 | 12,936.96 | -2,061.99 | 10,874.97 | 0.16 |