Companhia Paranaense de E... (ELP)
NYSE: ELP
· Real-Time Price · USD
9.31
0.00 (0.00%)
At close: Sep 12, 2025, 3:59 PM
9.32
0.11%
After-hours: Sep 12, 2025, 04:26 PM EDT
ELP Delta Exposure By Expiry
The total Delta Exposure (DEX) for ELP across all expirations shows 92.29 net shares that market makers must hedge, with 94.61 from calls and 2.32 from puts. The put-call delta ratio of 0.02 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
ELP DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 0 | 0 | 0 | n/a |
| Oct 17, 25 | 18.44 | -2.32 | 16.12 | 0.13 |
| Jan 16, 26 | 76.17 | 0 | 76.17 | 0.00 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |