New Mountain Finance Corp... (NMFC)
NASDAQ: NMFC
· Real-Time Price · USD
9.72
-0.07 (-0.72%)
At close: Sep 26, 2025, 3:59 PM
9.95
2.37%
After-hours: Sep 26, 2025, 07:04 PM EDT
NMFC Delta Exposure By Expiry
The total Delta Exposure (DEX) for NMFC across all expirations shows -7,149.14 net shares that market makers must hedge, with 2,451.53 from calls and 9,600.67 from puts. The put-call delta ratio of 3.92 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
NMFC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 342.36 | -8,322.99 | -7,980.63 | 24.31 |
| Nov 21, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 1,471.37 | -806.18 | 665.19 | 0.55 |
| Jan 16, 26 | 54.27 | -218.75 | -164.48 | 4.03 |
| Apr 17, 26 | 583.53 | -252.75 | 330.78 | 0.43 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |