Nano Dimension Ltd. (NNDM)
NASDAQ: NNDM
· Real-Time Price · USD
1.38
-0.03 (-2.13%)
At close: Aug 14, 2025, 3:59 PM
1.38
0.00%
Pre-market: Aug 15, 2025, 05:21 AM EDT
NNDM Delta Exposure By Expiry
The total Delta Exposure (DEX) for NNDM across all expirations shows -117,526.73 net shares that market makers must hedge, with 30,799.79 from calls and 148,326.52 from puts. The put-call delta ratio of 4.82 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Jan 16, 26 with -127,737.02 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
NNDM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 462.1 | -191.63 | 270.47 | 0.41 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 2,381.44 | -148.59 | 2,232.85 | 0.06 |
| Jan 16, 26 | 19,958.43 | -147,695.45 | -127,737.02 | 7.40 |
| Feb 20, 26 | 674.91 | -116.97 | 557.94 | 0.17 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 7,322.91 | -173.88 | 7,149.03 | 0.02 |