Cherry Hill Mortgage Inve... (CHMI)
NYSE: CHMI
· Real-Time Price · USD
2.46
0.01 (0.41%)
At close: Oct 03, 2025, 3:59 PM
2.47
0.20%
Pre-market: Oct 06, 2025, 04:49 AM EDT
CHMI Delta Exposure By Expiry
The total Delta Exposure (DEX) for CHMI across all expirations shows 1,211.99 net shares that market makers must hedge, with 1,364.81 from calls and 152.82 from puts. The put-call delta ratio of 0.11 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
CHMI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 52.05 | -7.29 | 44.76 | 0.14 |
| Nov 21, 25 | 3.43 | -17.07 | -13.64 | 4.98 |
| Dec 19, 25 | 496.7 | -96.96 | 399.74 | 0.20 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 812.63 | -31.5 | 781.13 | 0.04 |