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

Nano Dimension Ltd.

NASDAQ: NNDM · Real-Time Price · USD
1.44
0.09 (6.67%)
At close: Sep 08, 2025, 3:59 PM
1.42
-1.38%
After-hours: Sep 08, 2025, 07:56 PM EDT

NNDM Delta Exposure By Expiry

The total Delta Exposure (DEX) for NNDM across all expirations shows -96,947.86 net shares that market makers must hedge, with 34,127.97 from calls and 131,075.83 from puts. The put-call delta ratio of 3.84 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
Sep 19, 25 654.06 -261.78 392.28 0.40
Oct 17, 25 224.06 0 224.06 0.00
Nov 21, 25 2,672.94 -151.66 2,521.28 0.06
Jan 16, 26 20,018.12 -130,419.06 -110,400.94 6.52
Feb 20, 26 1,249.75 -97.57 1,152.18 0.08
Dec 18, 26 0 0 0 n/a
Jan 15, 27 9,309.04 -145.76 9,163.28 0.02