Chimera Investment Corpor... (CIM)
NYSE: CIM
· Real-Time Price · USD
13.63
-0.07 (-0.51%)
At close: Aug 15, 2025, 3:59 PM
13.59
-0.29%
After-hours: Aug 15, 2025, 06:00 PM EDT
CIM Delta Exposure By Expiry
The total Delta Exposure (DEX) for CIM across all expirations shows 13,325.44 net shares that market makers must hedge, with 69,480.3 from calls and 56,154.86 from puts. The put-call delta ratio of 0.81 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 20,614.13 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.
CIM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 42,879.89 | -22,265.76 | 20,614.13 | 0.52 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 23,679.27 | -31,613.5 | -7,934.23 | 1.34 |
| Mar 20, 26 | 2,921.14 | -2,275.6 | 645.54 | 0.78 |