Core Natural Resources In... (CNR)
NYSE: CNR
· Real-Time Price · USD
71.04
-3.73 (-4.99%)
At close: Aug 15, 2025, 3:59 PM
72.51
2.07%
After-hours: Aug 15, 2025, 06:53 PM EDT
CNR Delta Exposure By Expiry
The total Delta Exposure (DEX) for CNR across all expirations shows 64,314.82 net shares that market makers must hedge, with 274,112.79 from calls and 209,797.97 from puts. The put-call delta ratio of 0.77 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 84,134.82 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
CNR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 28,994.15 | -53,400.59 | -24,406.44 | 1.84 |
| Oct 17, 25 | 126.18 | 0 | 126.18 | 0.00 |
| Dec 19, 25 | 236,806.11 | -152,671.29 | 84,134.82 | 0.64 |
| Mar 20, 26 | 8,186.35 | -3,726.09 | 4,460.26 | 0.46 |