Mercury Systems Inc. (MRCY)
NASDAQ: MRCY
· Real-Time Price · USD
73.73
2.03 (2.83%)
At close: Sep 11, 2025, 11:59 AM
MRCY Delta Exposure By Expiry
The total Delta Exposure (DEX) for MRCY across all expirations shows 95,350.21 net shares that market makers must hedge, with 117,400.94 from calls and 22,050.73 from puts. The put-call delta ratio of 0.19 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
MRCY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 41,728.74 | -10,590.87 | 31,137.87 | 0.25 |
| Oct 17, 25 | 28,963.72 | -3,663.48 | 25,300.24 | 0.13 |
| Nov 21, 25 | 9,668.57 | -1,130.82 | 8,537.75 | 0.12 |
| Dec 19, 25 | 10,815.68 | -867.98 | 9,947.7 | 0.08 |
| Jan 16, 26 | 17,878.75 | -4,492.02 | 13,386.73 | 0.25 |
| Feb 20, 26 | 2,273.98 | -254.99 | 2,018.99 | 0.11 |
| Mar 20, 26 | 3,331.15 | -254.06 | 3,077.09 | 0.08 |
| Apr 17, 26 | 385.82 | -164.76 | 221.06 | 0.43 |
| May 15, 26 | 1,424.96 | -379.5 | 1,045.46 | 0.27 |
| Jun 18, 26 | 162.45 | 0 | 162.45 | 0.00 |
| Jul 17, 26 | 767.12 | -252.25 | 514.87 | 0.33 |