Sun Country Airlines Inc... (SNCY)
NASDAQ: SNCY
· Real-Time Price · USD
12.21
-0.01 (-0.08%)
At close: Aug 19, 2025, 3:59 PM
12.00
-1.68%
After-hours: Aug 19, 2025, 06:48 PM EDT
SNCY Delta Exposure By Expiry
The total Delta Exposure (DEX) for SNCY across all expirations shows 14,959.04 net shares that market makers must hedge, with 16,291.93 from calls and 1,332.89 from puts. The put-call delta ratio of 0.08 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Oct 17, 25 with 13,782.48 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.
SNCY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 879.98 | -1,043.94 | -163.96 | 1.19 |
| Oct 17, 25 | 14,016.67 | -234.19 | 13,782.48 | 0.02 |
| Jan 16, 26 | 1,395.28 | -54.76 | 1,340.52 | 0.04 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |