(PYPY)
AMEX: PYPY
· Real-Time Price · USD
11.11
-0.18 (-1.57%)
At close: Sep 04, 2025, 3:59 PM
11.11
0.00%
After-hours: Sep 04, 2025, 05:30 PM EDT
PYPY Delta Exposure By Expiry
The total Delta Exposure (DEX) for PYPY across all expirations shows 753.13 net shares that market makers must hedge, with 866.92 from calls and 113.79 from puts. The put-call delta ratio of 0.13 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Sep 19, 25 with 391.28 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.
PYPY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 426.32 | -35.04 | 391.28 | 0.08 |
| Oct 17, 25 | 179.78 | -44.88 | 134.9 | 0.25 |
| Jan 16, 26 | 100.71 | -33.87 | 66.84 | 0.34 |
| Apr 17, 26 | 160.11 | 0 | 160.11 | 0.00 |