iRobot Corporation (IRBT)
NASDAQ: IRBT
· Real-Time Price · USD
3.38
-0.26 (-7.14%)
At close: Aug 15, 2025, 3:59 PM
3.46
2.34%
After-hours: Aug 15, 2025, 07:56 PM EDT
IRBT Delta Exposure By Expiry
The total Delta Exposure (DEX) for IRBT across all expirations shows -6,085.39 net shares that market makers must hedge, with 45,419.17 from calls and 51,504.56 from puts. The put-call delta ratio of 1.13 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Jan 16, 26 with -11,490.56 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Aug 22, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
IRBT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 22, 25 | 979.63 | -504.01 | 475.62 | 0.51 |
| Aug 29, 25 | 242.21 | -200.35 | 41.86 | 0.83 |
| Sep 5, 25 | 82.86 | -116.23 | -33.37 | 1.40 |
| Sep 12, 25 | 55.48 | -17.51 | 37.97 | 0.32 |
| Sep 19, 25 | 12,101.53 | -8,018.56 | 4,082.97 | 0.66 |
| Sep 26, 25 | 90.51 | -20.83 | 69.68 | 0.23 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 4,397.53 | -4,010.25 | 387.28 | 0.91 |
| Jan 16, 26 | 14,094.74 | -25,585.3 | -11,490.56 | 1.82 |
| Mar 20, 26 | 235.34 | -3,636.03 | -3,400.69 | 15.45 |
| Jan 15, 27 | 13,139.34 | -9,395.49 | 3,743.85 | 0.72 |