Nano Dimension Ltd. (NNDM) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Nano Dimension Ltd.

NASDAQ: NNDM · Real-Time Price · USD
1.60
0.03 (1.91%)
At close: Oct 03, 2025, 3:59 PM
1.60
0.00%
After-hours: Oct 03, 2025, 07:56 PM EDT

NNDM Delta Exposure By Expiry

The total Delta Exposure (DEX) for NNDM across all expirations shows -119,729.04 net shares that market makers must hedge, with 64,101.19 from calls and 183,830.23 from puts. The put-call delta ratio of 2.87 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

NNDM DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 4,693.92 -156.66 4,537.26 0.03
Nov 21, 25 4,654.74 -347.71 4,307.03 0.07
Jan 16, 26 29,703.97 -182,332.73 -152,628.76 6.14
Feb 20, 26 3,540.76 -645.23 2,895.53 0.18
May 15, 26 671.75 0 671.75 0.00
Dec 18, 26 0 0 0 n/a
Jan 15, 27 19,930 -229.37 19,700.63 0.01
Jan 21, 28 906.05 -118.53 787.52 0.13