Perrigo (PRGO)
NYSE: PRGO
· Real-Time Price · USD
22.73
-0.30 (-1.30%)
At close: Aug 15, 2025, 3:59 PM
22.96
1.03%
After-hours: Aug 15, 2025, 07:51 PM EDT
PRGO Delta Exposure By Expiry
The total Delta Exposure (DEX) for PRGO across all expirations shows 48,721.82 net shares that market makers must hedge, with 111,002.02 from calls and 62,280.2 from puts. The put-call delta ratio of 0.56 suggests neutral market maker positioning. The largest delta concentration at Jan 16, 26 with 60,261.14 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.
PRGO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 7,940.49 | -2,835.85 | 5,104.64 | 0.36 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 28,118.36 | -45,074.56 | -16,956.2 | 1.60 |
| Jan 16, 26 | 74,086.36 | -13,825.22 | 60,261.14 | 0.19 |
| Feb 20, 26 | 93.74 | -109.99 | -16.25 | 1.17 |
| Jan 15, 27 | 763.07 | -434.58 | 328.49 | 0.57 |