(PSI)
AMEX: PSI
· Real-Time Price · USD
61.17
0.23 (0.38%)
At close: Aug 18, 2025, 9:57 AM
PSI Delta Exposure By Expiry
The total Delta Exposure (DEX) for PSI across all expirations shows 7,220.77 net shares that market makers must hedge, with 7,388.44 from calls and 167.67 from puts. The put-call delta ratio of 0.02 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 5,243.88 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.
PSI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 135.11 | 0 | 135.11 | 0.00 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 1,613.6 | -149.94 | 1,463.66 | 0.09 |
| Jan 16, 26 | 5,243.88 | 0 | 5,243.88 | 0.00 |
| Feb 20, 26 | 395.85 | -17.73 | 378.12 | 0.04 |