TSS Inc. (TSSI)
NASDAQ: TSSI
· Real-Time Price · USD
13.93
-1.50 (-9.72%)
At close: Aug 29, 2025, 3:59 PM
13.97
0.32%
After-hours: Aug 29, 2025, 07:58 PM EDT
TSSI Delta Exposure By Expiry
The total Delta Exposure (DEX) for TSSI across all expirations shows 99,009.44 net shares that market makers must hedge, with 214,093.68 from calls and 115,084.24 from puts. The put-call delta ratio of 0.54 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 81,736.88 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.
TSSI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 45,811.05 | -72,493.48 | -26,682.43 | 1.58 |
| Oct 17, 25 | 11,502.93 | -6,681.08 | 4,821.85 | 0.58 |
| Dec 19, 25 | 109,940.19 | -28,203.31 | 81,736.88 | 0.26 |
| Mar 20, 26 | 46,839.51 | -7,706.37 | 39,133.14 | 0.16 |