AeroVironment Inc. (AVAV)
NASDAQ: AVAV
· Real-Time Price · USD
245.34
-4.39 (-1.76%)
At close: Aug 15, 2025, 11:19 AM
AVAV Delta Exposure By Expiry
The total Delta Exposure (DEX) for AVAV across all expirations shows 927,827.33 net shares that market makers must hedge, with 1,701,721.53 from calls and 773,894.2 from puts. The put-call delta ratio of 0.45 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Sep 19, 25 with 371,535.21 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Aug 22, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
AVAV DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 22, 25 | 35,868.02 | -54,929.88 | -19,061.86 | 1.53 |
| Aug 29, 25 | 24,559.68 | -183,007.06 | -158,447.38 | 7.45 |
| Sep 5, 25 | 52,325.05 | -66,034.26 | -13,709.21 | 1.26 |
| Sep 12, 25 | 8,128.3 | -10,776.21 | -2,647.91 | 1.33 |
| Sep 19, 25 | 520,265.86 | -148,730.65 | 371,535.21 | 0.29 |
| Sep 26, 25 | 10,843.12 | -10,050.01 | 793.11 | 0.93 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 228,254.28 | -76,221.2 | 152,033.08 | 0.33 |
| Jan 16, 26 | 453,162.82 | -161,016.43 | 292,146.39 | 0.36 |
| Mar 20, 26 | 43,222.18 | -15,471.87 | 27,750.31 | 0.36 |
| May 15, 26 | 8,072.46 | -4,199.86 | 3,872.6 | 0.52 |
| Jun 18, 26 | 4,343.36 | -2,006.7 | 2,336.66 | 0.46 |
| Jan 15, 27 | 312,676.4 | -41,450.07 | 271,226.33 | 0.13 |