Sezzle Inc. (SEZL)
NASDAQ: SEZL
· Real-Time Price · USD
95.67
7.09 (8.00%)
At close: Aug 22, 2025, 3:59 PM
96.00
0.34%
After-hours: Aug 22, 2025, 07:56 PM EDT
SEZL Delta Exposure By Expiry
The total Delta Exposure (DEX) for SEZL across all expirations shows 170,366.98 net shares that market makers must hedge, with 494,571.55 from calls and 324,204.57 from puts. The put-call delta ratio of 0.66 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 109,110.43 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.
SEZL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 239,535.09 | -130,424.66 | 109,110.43 | 0.54 |
| Oct 17, 25 | 89,801.6 | -87,177.87 | 2,623.73 | 0.97 |
| Nov 21, 25 | 30,024.15 | -25,386.21 | 4,637.94 | 0.85 |
| Jan 16, 26 | 81,585.26 | -67,492.64 | 14,092.62 | 0.83 |
| Apr 17, 26 | 13,636.13 | -4,830.83 | 8,805.3 | 0.35 |
| May 15, 26 | 37,095.99 | -7,836.2 | 29,259.79 | 0.21 |
| Dec 18, 26 | 2,893.33 | -1,056.16 | 1,837.17 | 0.37 |