Allegro MicroSystems Inc. (ALGM)
NASDAQ: ALGM
· Real-Time Price · USD
30.70
-0.40 (-1.29%)
At close: Aug 15, 2025, 3:59 PM
30.70
0.00%
After-hours: Aug 15, 2025, 04:04 PM EDT
ALGM Delta Exposure By Expiry
The total Delta Exposure (DEX) for ALGM across all expirations shows 36,420.56 net shares that market makers must hedge, with 85,905.24 from calls and 49,484.68 from puts. The put-call delta ratio of 0.58 suggests neutral market maker positioning. The largest delta concentration at Jan 16, 26 with 36,952.13 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.
ALGM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 1,098.51 | -24,791.21 | -23,692.7 | 22.57 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 22,590.56 | -4,979.4 | 17,611.16 | 0.22 |
| Jan 16, 26 | 47,954.24 | -11,002.11 | 36,952.13 | 0.23 |
| Feb 20, 26 | 1,906.52 | -5,792.71 | -3,886.19 | 3.04 |
| Jan 15, 27 | 9,442.04 | -182.94 | 9,259.1 | 0.02 |
| Dec 17, 27 | 2,913.37 | -2,736.31 | 177.06 | 0.94 |