Oxford Square Capital Cor... (OXSQ)
NASDAQ: OXSQ
· Real-Time Price · USD
2.19
-0.01 (-0.45%)
At close: Aug 29, 2025, 3:59 PM
2.19
0.02%
After-hours: Aug 29, 2025, 07:57 PM EDT
OXSQ Delta Exposure By Expiry
The total Delta Exposure (DEX) for OXSQ across all expirations shows 12.29 net shares that market makers must hedge, with 361.95 from calls and 349.66 from puts. The put-call delta ratio of 0.97 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 20.25 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.
OXSQ DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 22.27 | -2.02 | 20.25 | 0.09 |
| Oct 17, 25 | 1.11 | 0 | 1.11 | 0.00 |
| Nov 21, 25 | 251.75 | -253.27 | -1.52 | 1.01 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 86.82 | -94.37 | -7.55 | 1.09 |