FARO Technologies Inc. (FARO)
NASDAQ: FARO
· Real-Time Price · USD
43.99
0.21 (0.48%)
At close: Jul 18, 2025, 3:59 PM
FARO Delta Exposure By Expiry
The total Delta Exposure (DEX) for FARO across all expirations shows 47,322.79 net shares that market makers must hedge, with 48,026.63 from calls and 703.84 from puts. The put-call delta ratio of 0.01 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Dec 19, 25 with 38,315.29 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.
FARO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 7,654.26 | -351.92 | 7,302.34 | 0.05 |
| Dec 19, 25 | 38,667.21 | -351.92 | 38,315.29 | 0.01 |
| Jan 16, 26 | 1,705.16 | 0 | 1,705.16 | 0.00 |
| Mar 20, 26 | 0 | 0 | 0 | n/a |
| Jun 18, 26 | 0 | 0 | 0 | n/a |