Allegro MicroSystems Inc. (ALGM)
NASDAQ: ALGM
· Real-Time Price · USD
28.32
-0.09 (-0.32%)
At close: Oct 03, 2025, 3:59 PM
28.34
0.07%
After-hours: Oct 03, 2025, 06:52 PM EDT
ALGM Delta Exposure By Expiry
The total Delta Exposure (DEX) for ALGM across all expirations shows -50,628.82 net shares that market makers must hedge, with 84,586.36 from calls and 135,215.18 from puts. The put-call delta ratio of 1.60 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 |
|---|---|---|---|---|
| Oct 17, 25 | 2,784.32 | -50,419.01 | -47,634.69 | 18.11 |
| Nov 21, 25 | 20,125.07 | -64,424.84 | -44,299.77 | 3.20 |
| Jan 16, 26 | 47,236.93 | -10,428.27 | 36,808.66 | 0.22 |
| Feb 20, 26 | 3,741.75 | -5,617.38 | -1,875.63 | 1.50 |
| May 15, 26 | 32.58 | -1,801.24 | -1,768.66 | 55.29 |
| Jan 15, 27 | 8,104.95 | -206.69 | 7,898.26 | 0.03 |
| Dec 17, 27 | 2,365.22 | -2,317.75 | 47.47 | 0.98 |
| Jan 21, 28 | 195.54 | 0 | 195.54 | 0.00 |