Sonos Inc. (SONO)
SONO Daily Delta Exposure
SONO's current Delta Exposure (DEX) is 161.27K shares, which is 308% larger than the 3M average of 39.53K shares. During this period, DEX ranged from 8.42K on May 22, 2025 to 161.27K on Aug 19, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.08 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 19, 2025 | 175,218.43 | -13,946.42 | 161,272.01 | 0.08 |
| Aug 18, 2025 | 163,449.86 | -13,049.39 | 150,400.47 | 0.08 |
| Aug 15, 2025 | 133,324.44 | -14,139.77 | 119,184.67 | 0.11 |
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