Roivant Sciences Ltd. (ROIV)
NASDAQ: ROIV
· Real-Time Price · USD
15.17
0.21 (1.40%)
At close: Sep 26, 2025, 3:59 PM
14.90
-1.78%
After-hours: Sep 26, 2025, 07:58 PM EDT
ROIV Delta Exposure By Expiry
The total Delta Exposure (DEX) for ROIV across all expirations shows 970,559.98 net shares that market makers must hedge, with 1,025,922.4 from calls and 55,362.42 from puts. The put-call delta ratio of 0.05 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
ROIV DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 405,947.61 | -20,435.64 | 385,511.97 | 0.05 |
| Nov 21, 25 | 62,898.31 | -6,277.99 | 56,620.32 | 0.10 |
| Jan 16, 26 | 465,661.41 | -15,380.1 | 450,281.31 | 0.03 |
| Feb 20, 26 | 39,335.86 | -1,629.66 | 37,706.2 | 0.04 |
| Mar 20, 26 | 38,606.4 | -1,640.31 | 36,966.09 | 0.04 |
| May 15, 26 | 194.9 | -39.66 | 155.24 | 0.20 |
| Jan 15, 27 | 12,655.39 | -9,933.29 | 2,722.1 | 0.78 |
| Jan 21, 28 | 622.52 | -25.77 | 596.75 | 0.04 |