Allegro MicroSystems Inc. (ALGM)
NASDAQ: ALGM
· Real-Time Price · USD
29.77
-0.20 (-0.67%)
At close: Sep 12, 2025, 1:39 PM
ALGM Delta Exposure By Expiry
The total Delta Exposure (DEX) for ALGM across all expirations shows -73,801.44 net shares that market makers must hedge, with 86,121.87 from calls and 159,923.31 from puts. The put-call delta ratio of 1.86 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
ALGM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 1,593.41 | -17,066.96 | -15,473.55 | 10.71 |
| Oct 17, 25 | 729.46 | -74,885.26 | -74,155.8 | 102.66 |
| Nov 21, 25 | 21,139.45 | -47,575.12 | -26,435.67 | 2.25 |
| Jan 16, 26 | 46,788.34 | -11,013.49 | 35,774.85 | 0.24 |
| Feb 20, 26 | 4,029.05 | -6,404.26 | -2,375.21 | 1.59 |
| Jan 15, 27 | 9,055.44 | -229.98 | 8,825.46 | 0.03 |
| Dec 17, 27 | 2,786.72 | -2,748.24 | 38.48 | 0.99 |