Rambus Inc. (RMBS)
NASDAQ: RMBS
· Real-Time Price · USD
73.81
-2.19 (-2.88%)
At close: Aug 15, 2025, 10:24 AM
RMBS Delta Exposure By Expiry
The total Delta Exposure (DEX) for RMBS across all expirations shows 357,904.7 net shares that market makers must hedge, with 402,092.97 from calls and 44,188.27 from puts. The put-call delta ratio of 0.11 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 149,849.85 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.
RMBS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 38,957.66 | -10,482.18 | 28,475.48 | 0.27 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 153,396.39 | -16,129.98 | 137,266.41 | 0.11 |
| Jan 16, 26 | 162,437.38 | -12,587.53 | 149,849.85 | 0.08 |
| Feb 20, 26 | 47,301.54 | -4,988.58 | 42,312.96 | 0.11 |