Nano-X Imaging Ltd. (NNOX)
NASDAQ: NNOX
· Real-Time Price · USD
4.45
-0.05 (-1.11%)
At close: Aug 15, 2025, 2:04 PM
NNOX Delta Exposure By Expiry
The total Delta Exposure (DEX) for NNOX across all expirations shows 13,270.18 net shares that market makers must hedge, with 33,340.26 from calls and 20,070.08 from puts. The put-call delta ratio of 0.60 suggests neutral market maker positioning. The largest delta concentration at Jan 15, 27 with 12,027.03 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
NNOX DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 998.28 | -967.75 | 30.53 | 0.97 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 1,287.96 | -8,367.33 | -7,079.37 | 6.50 |
| Jan 16, 26 | 16,764.73 | -8,491.1 | 8,273.63 | 0.51 |
| Feb 20, 26 | 304.21 | -285.85 | 18.36 | 0.94 |
| Jan 15, 27 | 13,985.08 | -1,958.05 | 12,027.03 | 0.14 |