Nova Ltd. (NVMI)
NASDAQ: NVMI
· Real-Time Price · USD
273.70
18.00 (7.04%)
At close: Sep 08, 2025, 3:38 PM
NVMI Delta Exposure By Expiry
The total Delta Exposure (DEX) for NVMI across all expirations shows -113,417.32 net shares that market makers must hedge, with 524,445.87 from calls and 637,863.19 from puts. The put-call delta ratio of 1.22 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
NVMI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 25,013.37 | -51,063.92 | -26,050.55 | 2.04 |
| Oct 17, 25 | 14,034.5 | -5,652.11 | 8,382.39 | 0.40 |
| Nov 21, 25 | 421,182.66 | -410,229.82 | 10,952.84 | 0.97 |
| Jan 16, 26 | 831.52 | 0 | 831.52 | 0.00 |
| Feb 20, 26 | 62,897.68 | -170,917.34 | -108,019.66 | 2.72 |
| Mar 20, 26 | 157.92 | 0 | 157.92 | 0.00 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| May 15, 26 | 0 | 0 | 0 | n/a |
| Jul 17, 26 | 0 | 0 | 0 | n/a |
| Aug 21, 26 | 328.22 | 0 | 328.22 | 0.00 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |