SLR Investment Corp. (SLRC)
NASDAQ: SLRC
· Real-Time Price · USD
14.95
-0.22 (-1.45%)
At close: Oct 03, 2025, 3:59 PM
14.95
0.00%
After-hours: Oct 03, 2025, 07:35 PM EDT
SLRC Delta Exposure By Expiry
The total Delta Exposure (DEX) for SLRC across all expirations shows -222.48 net shares that market makers must hedge, with 2,065.85 from calls and 2,288.33 from puts. The put-call delta ratio of 1.11 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
SLRC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 48.53 | -48.84 | -0.31 | 1.01 |
| Nov 21, 25 | 44.85 | 0 | 44.85 | 0.00 |
| Dec 19, 25 | 1,769.89 | -194.36 | 1,575.53 | 0.11 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 202.58 | -2,045.13 | -1,842.55 | 10.10 |