Nuvalent Inc. (NUVL)
NASDAQ: NUVL
· Real-Time Price · USD
76.00
-0.80 (-1.04%)
At close: Aug 15, 2025, 3:59 PM
74.00
-2.63%
After-hours: Aug 15, 2025, 06:58 PM EDT
NUVL Delta Exposure By Expiry
The total Delta Exposure (DEX) for NUVL across all expirations shows 29,809.85 net shares that market makers must hedge, with 61,037.15 from calls and 31,227.3 from puts. The put-call delta ratio of 0.51 suggests neutral market maker positioning. The largest delta concentration at Oct 17, 25 with 31,700.17 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.
NUVL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 27,300.72 | -10,686.72 | 16,614 | 0.39 |
| Oct 17, 25 | 31,846.01 | -145.84 | 31,700.17 | 0.00 |
| Dec 19, 25 | 906.55 | -20,389.84 | -19,483.29 | 22.49 |
| Jan 16, 26 | 983.87 | -4.9 | 978.97 | 0.00 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |