Sabre Corporation (SABR) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Sabre Corporation

NASDAQ: SABR · Real-Time Price · USD
1.85
0.01 (0.54%)
At close: Oct 03, 2025, 3:59 PM
1.89
2.16%
After-hours: Oct 03, 2025, 07:23 PM EDT

SABR Delta Exposure By Expiry

The total Delta Exposure (DEX) for SABR across all expirations shows -58,472.68 net shares that market makers must hedge, with 59,068.64 from calls and 117,541.32 from puts. The put-call delta ratio of 1.99 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

SABR DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 6,798.74 -17,700.95 -10,902.21 2.60
Nov 21, 25 2,127.89 -1,399.47 728.42 0.66
Dec 19, 25 9,466.33 -56,060.04 -46,593.71 5.92
Jan 16, 26 17,557.8 -11,357.56 6,200.24 0.65
Apr 17, 26 472.16 -3,861.97 -3,389.81 8.18
Jun 18, 26 6,749.07 -7,896.4 -1,147.33 1.17
Dec 18, 26 3,795.97 -18,774.28 -14,978.31 4.95
Jan 15, 27 12,057.32 -490.65 11,566.67 0.04
Jan 21, 28 43.36 0 43.36 0.00