Orchard Therapeutics

NASDAQ: ORTX · Real-Time Price · USD
16.70
0.05 (0.30%)
At close: Jan 23, 2024, 10:00 PM

ORTX Daily Delta Exposure

ORTX's current Delta Exposure (DEX) is -1.57K shares, which is Infinity% larger than the 3M average of 0 shares. During this period, DEX ranged from 0 on n/a to 0 on n/a, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 3.07 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Jan 22, 2024 758.57 -2,325.67 -1,567.1 3.07
Jan 19, 2024 857.08 -2,320.08 -1,463 2.71
Jan 18, 2024 841.76 -2,893.12 -2,051.36 3.44

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