Beam Therapeutics Inc. (BEAM)
NASDAQ: BEAM
· Real-Time Price · USD
17.66
0.03 (0.17%)
At close: Aug 15, 2025, 11:13 AM
BEAM Delta Exposure By Expiry
The total Delta Exposure (DEX) for BEAM across all expirations shows 28,152.14 net shares that market makers must hedge, with 65,203.7 from calls and 37,051.56 from puts. The put-call delta ratio of 0.57 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 11,162.92 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.
BEAM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 14,820.11 | -10,578.25 | 4,241.86 | 0.71 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 10,987.77 | -4,068.31 | 6,919.46 | 0.37 |
| Dec 19, 25 | 29,524.52 | -18,361.6 | 11,162.92 | 0.62 |
| Feb 20, 26 | 9,871.3 | -4,043.4 | 5,827.9 | 0.41 |