Science Applications International Corporation (SAIC) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Science Applications Inte...

NASDAQ: SAIC · Real-Time Price · USD
101.67
1.02 (1.01%)
At close: Oct 03, 2025, 3:59 PM
101.78
0.10%
After-hours: Oct 03, 2025, 05:02 PM EDT

SAIC Delta Exposure By Expiry

The total Delta Exposure (DEX) for SAIC across all expirations shows 15,120.54 net shares that market makers must hedge, with 60,692.36 from calls and 45,571.82 from puts. The put-call delta ratio of 0.75 suggests neutral market maker positioning.

SAIC DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 12,511.39 -19,362.76 -6,851.37 1.55
Nov 21, 25 4,504.85 -3,594.01 910.84 0.80
Dec 19, 25 8,609.62 -19,291.46 -10,681.84 2.24
Jan 16, 26 29,987.94 0 29,987.94 0.00
Feb 20, 26 4,753.17 -3,052.29 1,700.88 0.64
May 15, 26 325.39 -271.3 54.09 0.83