Immunovant Inc. (IMVT)
IMVT Daily Delta Exposure
IMVT's current Delta Exposure (DEX) is 3.76K shares, which is 75% smaller than the 3M average of 15.15K shares. During this period, DEX ranged from -1.59K on May 21, 2025 to 32K on Jul 29, 2025, swinging between net long and short dealer positioning. Delta exposure has been decreasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 0.89 reflects balanced options positioning. Relatively low DEX indicates reduced hedging flows and potential for increased volatility.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 33,506.31 | -29,743.38 | 3,762.93 | 0.89 |
| Aug 13, 2025 | 43,929.17 | -27,793.2 | 16,135.97 | 0.63 |
| Aug 12, 2025 | 37,950.07 | -31,754.31 | 6,195.76 | 0.84 |
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