Reynolds Consumer Product... (REYN)
NASDAQ: REYN
· Real-Time Price · USD
22.73
-0.41 (-1.77%)
At close: Aug 15, 2025, 2:40 PM
REYN Delta Exposure By Expiry
The total Delta Exposure (DEX) for REYN across all expirations shows 29,241.2 net shares that market makers must hedge, with 29,496.65 from calls and 255.45 from puts. The put-call delta ratio of 0.01 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 21,789.17 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.
REYN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 592.57 | -11.08 | 581.49 | 0.02 |
| Oct 17, 25 | 7,068.2 | -197.66 | 6,870.54 | 0.03 |
| Jan 16, 26 | 21,835.88 | -46.71 | 21,789.17 | 0.00 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |