(SWAN) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

AMEX: SWAN · Real-Time Price · USD
31.84
0.07 (0.22%)
At close: Sep 05, 2025, 3:59 PM
31.85
0.03%
After-hours: Sep 05, 2025, 05:29 PM EDT

SWAN Delta Exposure By Expiry

The total Delta Exposure (DEX) for SWAN across all expirations shows -257.25 net shares that market makers must hedge, with 695.56 from calls and 952.81 from puts. The put-call delta ratio of 1.37 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

SWAN DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 10.97 -3.44 7.53 0.31
Oct 17, 25 364.49 -949.37 -584.88 2.60
Jan 16, 26 113.66 0 113.66 0.00
Apr 17, 26 206.44 0 206.44 0.00