Rambus Inc. (RMBS)
NASDAQ: RMBS
· Real-Time Price · USD
69.68
-0.10 (-0.14%)
At close: Aug 20, 2025, 3:59 PM
70.12
0.63%
After-hours: Aug 20, 2025, 07:56 PM EDT
RMBS Delta Exposure By Expiry
The total Delta Exposure (DEX) for RMBS across all expirations shows 250,202.97 net shares that market makers must hedge, with 315,146.57 from calls and 64,943.6 from puts. The put-call delta ratio of 0.21 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 111,551.94 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.
RMBS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 27,041.22 | -18,148.04 | 8,893.18 | 0.67 |
| Oct 17, 25 | 472.42 | -513.18 | -40.76 | 1.09 |
| Nov 21, 25 | 122,855.98 | -22,489.32 | 100,366.66 | 0.18 |
| Jan 16, 26 | 128,483.27 | -16,931.33 | 111,551.94 | 0.13 |
| Feb 20, 26 | 36,293.68 | -6,861.73 | 29,431.95 | 0.19 |