AMN Healthcare Services I... (AMN)
NYSE: AMN
· Real-Time Price · USD
18.62
-0.05 (-0.27%)
At close: Aug 15, 2025, 2:03 PM
AMN Delta Exposure By Expiry
The total Delta Exposure (DEX) for AMN across all expirations shows 7,936.34 net shares that market makers must hedge, with 21,140.56 from calls and 13,204.22 from puts. The put-call delta ratio of 0.62 suggests neutral market maker positioning. The largest delta concentration at Jan 16, 26 with 5,243.4 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
AMN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 3,749.06 | -422.71 | 3,326.35 | 0.11 |
| Oct 17, 25 | 3,464.25 | -3,617.07 | -152.82 | 1.04 |
| Dec 19, 25 | 5,215.51 | -5,696.1 | -480.59 | 1.09 |
| Jan 16, 26 | 8,711.74 | -3,468.34 | 5,243.4 | 0.40 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |