Haemonetics Corporation (HAE)
NYSE: HAE
· Real-Time Price · USD
53.66
-0.58 (-1.07%)
At close: Sep 10, 2025, 11:58 AM
HAE Delta Exposure By Expiry
The total Delta Exposure (DEX) for HAE across all expirations shows 44,982.45 net shares that market makers must hedge, with 125,577.87 from calls and 80,595.42 from puts. The put-call delta ratio of 0.64 suggests neutral market maker positioning.
HAE DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 75,028.34 | -33,265.13 | 41,763.21 | 0.44 |
Oct 17, 25 | 41,739.49 | -32,684.56 | 9,054.93 | 0.78 |
Dec 19, 25 | 6,836.45 | -12,625.97 | -5,789.52 | 1.85 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Mar 20, 26 | 1,973.59 | -2,019.76 | -46.17 | 1.02 |