CION Investment Corporati... (CION)
NYSE: CION
· Real-Time Price · USD
9.64
-0.04 (-0.41%)
At close: Sep 26, 2025, 3:59 PM
9.61
-0.31%
After-hours: Sep 26, 2025, 07:47 PM EDT
CION Delta Exposure By Expiry
The total Delta Exposure (DEX) for CION across all expirations shows -705.34 net shares that market makers must hedge, with 2,106.08 from calls and 2,811.42 from puts. The put-call delta ratio of 1.33 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
CION DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 1,628.39 | -150.15 | 1,478.24 | 0.09 |
| Nov 21, 25 | 0 | -50.35 | -50.35 | n/a |
| Dec 19, 25 | 153.85 | -2,448.11 | -2,294.26 | 15.91 |
| Mar 20, 26 | 323.84 | -162.81 | 161.03 | 0.50 |