GrafTech International Lt... (EAF)
NYSE: EAF
· Real-Time Price · USD
1.27
-0.06 (-4.51%)
At close: Aug 15, 2025, 3:59 PM
1.29
1.57%
After-hours: Aug 15, 2025, 07:10 PM EDT
EAF Delta Exposure By Expiry
The total Delta Exposure (DEX) for EAF across all expirations shows 15,781.09 net shares that market makers must hedge, with 16,557.57 from calls and 776.48 from puts. The put-call delta ratio of 0.05 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 9,201.64 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
EAF DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 192.91 | -125.15 | 67.76 | 0.65 |
| Oct 17, 25 | 758.4 | -11.38 | 747.02 | 0.02 |
| Dec 19, 25 | 5,984.15 | -219.48 | 5,764.67 | 0.04 |
| Jan 16, 26 | 9,622.11 | -420.47 | 9,201.64 | 0.04 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jun 18, 26 | 0 | 0 | 0 | n/a |