Cass Information Systems Inc. (CASS) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Cass Information Systems ...

NASDAQ: CASS · Real-Time Price · USD
43.04
-0.70 (-1.60%)
At close: Sep 05, 2025, 3:59 PM
43.04
0.00%
After-hours: Sep 05, 2025, 04:10 PM EDT

CASS Delta Exposure By Expiry

The total Delta Exposure (DEX) for CASS across all expirations shows 727.16 net shares that market makers must hedge, with 761.1 from calls and 33.94 from puts. The put-call delta ratio of 0.04 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

CASS DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 369.95 -24.13 345.82 0.07
Oct 17, 25 0 0 0 n/a
Dec 19, 25 391.15 -9.81 381.34 0.03
Jan 16, 26 0 0 0 n/a
Mar 20, 26 0 0 0 n/a