Nano Dimension Ltd. (NNDM)
NNDM Daily Delta Exposure
NNDM's current Delta Exposure (DEX) is -121.67K shares, which is 158% larger than the 3M average of -47.08K shares. During this period, DEX ranged from -121.76K on Aug 4, 2025 to -7.27K on Jun 2, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 4.52 signals heavy put positioning that could accelerate downside moves. 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 13, 2025 | 34,548.91 | -156,218.29 | -121,669.38 | 4.52 |
Aug 12, 2025 | 32,895.64 | -146,463.13 | -113,567.49 | 4.45 |
Aug 11, 2025 | 30,382.65 | -142,932.87 | -112,550.22 | 4.70 |
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