Denali Therapeutics Inc. (DNLI)
NASDAQ: DNLI
· Real-Time Price · USD
13.95
0.52 (3.87%)
At close: Sep 26, 2025, 3:59 PM
13.92
-0.21%
After-hours: Sep 26, 2025, 07:25 PM EDT
DNLI Delta Exposure By Expiry
The total Delta Exposure (DEX) for DNLI across all expirations shows -886.03 net shares that market makers must hedge, with 4,957.59 from calls and 5,843.62 from puts. The put-call delta ratio of 1.18 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
DNLI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 1,835.11 | -5,067.84 | -3,232.73 | 2.76 |
| Nov 21, 25 | 89.25 | -32.89 | 56.36 | 0.37 |
| Dec 19, 25 | 548.45 | -557.53 | -9.08 | 1.02 |
| Mar 20, 26 | 2,484.78 | -185.36 | 2,299.42 | 0.07 |