BioMarin Pharmaceutical I... (BMRN)
NASDAQ: BMRN
· Real-Time Price · USD
54.50
-1.19 (-2.14%)
At close: Sep 10, 2025, 3:59 PM
54.78
0.51%
After-hours: Sep 10, 2025, 05:25 PM EDT
BMRN Delta Exposure By Expiry
The total Delta Exposure (DEX) for BMRN across all expirations shows -8,079.05 net shares that market makers must hedge, with 393,844.61 from calls and 401,923.66 from puts. The put-call delta ratio of 1.02 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
BMRN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 46,513.47 | -33,185.6 | 13,327.87 | 0.71 |
| Oct 17, 25 | 104,468.05 | -86,203.87 | 18,264.18 | 0.83 |
| Jan 16, 26 | 96,173.11 | -230,384.69 | -134,211.58 | 2.40 |
| Apr 17, 26 | 15,404.58 | -8,222 | 7,182.58 | 0.53 |
| Jan 15, 27 | 131,285.4 | -43,927.5 | 87,357.9 | 0.33 |