New Mountain Finance Corp... (NMFC)
NASDAQ: NMFC
· Real-Time Price · USD
10.62
-0.02 (-0.19%)
At close: Sep 05, 2025, 3:59 PM
10.62
0.00%
After-hours: Sep 05, 2025, 06:40 PM EDT
NMFC Delta Exposure By Expiry
The total Delta Exposure (DEX) for NMFC across all expirations shows -496.16 net shares that market makers must hedge, with 2,364.32 from calls and 2,860.48 from puts. The put-call delta ratio of 1.21 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 |
|---|---|---|---|---|
| Sep 19, 25 | 43.68 | -1,885.49 | -1,841.81 | 43.17 |
| Oct 17, 25 | 430.56 | -169.26 | 261.3 | 0.39 |
| Dec 19, 25 | 1,795 | -519.06 | 1,275.94 | 0.29 |
| Jan 16, 26 | 95.08 | -141.62 | -46.54 | 1.49 |
| Apr 17, 26 | 0 | -145.05 | -145.05 | n/a |
| Dec 18, 26 | 0 | 0 | 0 | n/a |