ChipMOS TECHNOLOGIES Inc. (IMOS)
NASDAQ: IMOS
· Real-Time Price · USD
16.19
-0.21 (-1.28%)
At close: Aug 15, 2025, 10:55 AM
IMOS Delta Exposure By Expiry
The total Delta Exposure (DEX) for IMOS across all expirations shows -600.98 net shares that market makers must hedge, with 1,905.14 from calls and 2,506.12 from puts. The put-call delta ratio of 1.32 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Dec 19, 25 with -1,137.14 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
IMOS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 651.63 | -115.47 | 536.16 | 0.18 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 1,253.51 | -2,390.65 | -1,137.14 | 1.91 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 0 | 0 | 0 | n/a |