InMode Ltd. (INMD)
NASDAQ: INMD
· Real-Time Price · USD
14.36
0.08 (0.56%)
At close: Aug 15, 2025, 3:59 PM
14.35
-0.07%
After-hours: Aug 15, 2025, 04:54 PM EDT
INMD Delta Exposure By Expiry
The total Delta Exposure (DEX) for INMD across all expirations shows 43,347.39 net shares that market makers must hedge, with 121,815.56 from calls and 78,468.17 from puts. The put-call delta ratio of 0.64 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 53,879.96 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.
INMD DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 56,576.35 | -2,696.39 | 53,879.96 | 0.05 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 17,312.68 | -34,271.68 | -16,959 | 1.98 |
| Jan 16, 26 | 36,276.84 | -37,733.15 | -1,456.31 | 1.04 |
| Feb 20, 26 | 1,435.6 | -748.46 | 687.14 | 0.52 |
| Jan 15, 27 | 10,214.09 | -3,018.49 | 7,195.6 | 0.30 |