Chimera Investment Corpor... (CIM)
NYSE: CIM
· Real-Time Price · USD
13.38
-0.01 (-0.07%)
At close: Oct 03, 2025, 3:59 PM
13.45
0.49%
After-hours: Oct 03, 2025, 06:52 PM EDT
CIM Delta Exposure By Expiry
The total Delta Exposure (DEX) for CIM across all expirations shows 16,438.06 net shares that market makers must hedge, with 59,754.96 from calls and 43,316.9 from puts. The put-call delta ratio of 0.72 suggests neutral market maker positioning.
CIM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 14,017.97 | -10,154.45 | 3,863.52 | 0.72 |
| Nov 21, 25 | 3,045.62 | -1,889.65 | 1,155.97 | 0.62 |
| Dec 19, 25 | 30,671.2 | -26,490.79 | 4,180.41 | 0.86 |
| Mar 20, 26 | 12,020.17 | -4,782.01 | 7,238.16 | 0.40 |