(TSLZ)
CBOE: TSLZ
· Real-Time Price · USD
1.32
-0.02 (-1.86%)
At close: Sep 04, 2025, 3:00 PM
TSLZ Delta Exposure By Expiry
The total Delta Exposure (DEX) for TSLZ across all expirations shows 24,762.12 net shares that market makers must hedge, with 26,315.18 from calls and 1,553.06 from puts. The put-call delta ratio of 0.06 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Dec 19, 25 with 18,828.97 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 12, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
TSLZ DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 12, 25 | 237.41 | 0 | 237.41 | 0.00 |
| Sep 19, 25 | 4,676.66 | -690.05 | 3,986.61 | 0.15 |
| Sep 26, 25 | 599.85 | -0.75 | 599.1 | 0.00 |
| Oct 3, 25 | 24.29 | 0 | 24.29 | 0.00 |
| Oct 10, 25 | 14.97 | -0.72 | 14.25 | 0.05 |
| Oct 17, 25 | 104.54 | -25.78 | 78.76 | 0.25 |
| Dec 19, 25 | 19,497.42 | -668.45 | 18,828.97 | 0.03 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 1,160.04 | -167.31 | 992.73 | 0.14 |