Blue Ridge Bankshares Inc...

AMEX: BRBS · Real-Time Price · USD
3.71
-0.03 (-0.80%)
At close: Aug 15, 2025, 3:59 PM
3.70
-0.13%
After-hours: Aug 15, 2025, 05:29 PM EDT

BRBS Delta Exposure By Expiry

The total Delta Exposure (DEX) for BRBS across all expirations shows 343.85 net shares that market makers must hedge, with 352.86 from calls and 9.01 from puts. The put-call delta ratio of 0.03 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Oct 17, 25 with 250.96 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.

BRBS DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 0 0 0 n/a
Oct 17, 25 259.97 -9.01 250.96 0.03
Jan 16, 26 92.89 0 92.89 0.00
Apr 17, 26 0 0 0 n/a