Gibraltar Industries Inc. (ROCK)
NASDAQ: ROCK
· Real-Time Price · USD
62.10
0.48 (0.78%)
At close: Aug 15, 2025, 3:59 PM
62.08
-0.04%
After-hours: Aug 15, 2025, 04:10 PM EDT
ROCK Delta Exposure By Expiry
The total Delta Exposure (DEX) for ROCK across all expirations shows 40,870.31 net shares that market makers must hedge, with 41,153.59 from calls and 283.28 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 31,852.93 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.
ROCK DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 19.6 | -95.91 | -76.31 | 4.89 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 9,257.88 | -182.06 | 9,075.82 | 0.02 |
| Jan 16, 26 | 31,852.93 | 0 | 31,852.93 | 0.00 |
| Feb 20, 26 | 23.18 | -5.31 | 17.87 | 0.23 |