NN Inc.

NASDAQ: NNBR · Real-Time Price · USD
2.31
-0.11 (-4.55%)
At close: Aug 15, 2025, 3:59 PM
2.26
-1.95%
After-hours: Aug 15, 2025, 05:00 PM EDT

NNBR Daily Delta Exposure

NNBR's current Delta Exposure (DEX) is 791.23 shares, which is 63% larger than the 3M average of 486.57076923076926 shares. During this period, DEX ranged from 257.05 on May 21, 2025 to 961.6999999999999 on Jun 2, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.08 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Aug 14, 2025 857.12 -65.89 791.23 0.08
Aug 13, 2025 850.58 -65.2 785.38 0.08
Aug 12, 2025 960.14 -25.12 935.02 0.03

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