Neurogene Inc. (NGNE)
NASDAQ: NGNE
· Real-Time Price · USD
20.23
0.03 (0.15%)
At close: Aug 15, 2025, 11:54 AM
NGNE Delta Exposure By Expiry
The total Delta Exposure (DEX) for NGNE across all expirations shows 540.22 net shares that market makers must hedge, with 3,412.57 from calls and 2,872.35 from puts. The put-call delta ratio of 0.84 suggests neutral market maker positioning. The largest delta concentration at Jan 15, 27 with 1,071.63 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
NGNE DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 1,613.81 | -2,526.72 | -912.91 | 1.57 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 394.25 | -33.69 | 360.56 | 0.09 |
| Mar 20, 26 | 20.94 | 0 | 20.94 | 0.00 |
| Jan 15, 27 | 1,383.57 | -311.94 | 1,071.63 | 0.23 |