OSI Systems Inc. (OSIS)
NASDAQ: OSIS
· Real-Time Price · USD
233.68
0.19 (0.08%)
At close: Aug 15, 2025, 1:20 PM
OSIS Delta Exposure By Expiry
The total Delta Exposure (DEX) for OSIS across all expirations shows 78,543.75 net shares that market makers must hedge, with 97,454.53 from calls and 18,910.78 from puts. The put-call delta ratio of 0.19 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Dec 19, 25 with 56,881.97 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
OSIS DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 2,311.15 | -14,344.67 | -12,033.52 | 6.21 |
Oct 17, 25 | 32,632.85 | -1,644 | 30,988.85 | 0.05 |
Dec 19, 25 | 58,240.23 | -1,358.26 | 56,881.97 | 0.02 |
Jan 16, 26 | 4,270.3 | -1,563.85 | 2,706.45 | 0.37 |
Apr 17, 26 | 0 | 0 | 0 | n/a |