Semler Scientific Inc. (SMLR)
NASDAQ: SMLR
· Real-Time Price · USD
31.86
-1.90 (-5.63%)
At close: Aug 19, 2025, 3:59 PM
32.00
0.44%
Pre-market: Aug 20, 2025, 07:09 AM EDT
SMLR Delta Exposure By Expiry
The total Delta Exposure (DEX) for SMLR across all expirations shows 121,267.46 net shares that market makers must hedge, with 269,642.72 from calls and 148,375.26 from puts. The put-call delta ratio of 0.55 suggests neutral market maker positioning. The largest delta concentration at Jan 16, 26 with 74,674.04 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
SMLR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 65,686.03 | -107,084.61 | -41,398.58 | 1.63 |
| Oct 17, 25 | 27,202.58 | -9,528.47 | 17,674.11 | 0.35 |
| Dec 19, 25 | 62,236.05 | -10,731.89 | 51,504.16 | 0.17 |
| Jan 16, 26 | 86,769.74 | -12,095.7 | 74,674.04 | 0.14 |
| Apr 17, 26 | 878.23 | -750.12 | 128.11 | 0.85 |
| Jan 15, 27 | 26,870.09 | -8,184.47 | 18,685.62 | 0.30 |