CorVel Corporation (CRVL)
NASDAQ: CRVL
· Real-Time Price · USD
85.48
-0.49 (-0.57%)
At close: Sep 05, 2025, 3:59 PM
85.48
0.00%
After-hours: Sep 05, 2025, 04:42 PM EDT
CRVL Delta Exposure By Expiry
The total Delta Exposure (DEX) for CRVL across all expirations shows -1,344.96 net shares that market makers must hedge, with 389.6 from calls and 1,734.56 from puts. The put-call delta ratio of 4.45 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
CRVL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 16.28 | 0 | 16.28 | 0.00 |
| Oct 17, 25 | 200.87 | -58.77 | 142.1 | 0.29 |
| Jan 16, 26 | 101.18 | -1,675.79 | -1,574.61 | 16.56 |
| Apr 17, 26 | 71.27 | 0 | 71.27 | 0.00 |