Root Inc. (ROOT)
NASDAQ: ROOT
· Real-Time Price · USD
90.43
0.87 (0.97%)
At close: Aug 15, 2025, 3:59 PM
90.53
0.11%
After-hours: Aug 15, 2025, 07:52 PM EDT
ROOT Delta Exposure By Expiry
The total Delta Exposure (DEX) for ROOT across all expirations shows 93,508.87 net shares that market makers must hedge, with 336,995.86 from calls and 243,486.99 from puts. The put-call delta ratio of 0.72 suggests neutral market maker positioning. The largest delta concentration at Jan 15, 27 with 52,415.11 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.
ROOT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 140,260.75 | -138,272.94 | 1,987.81 | 0.99 |
| Oct 17, 25 | 316.38 | -55.07 | 261.31 | 0.17 |
| Dec 19, 25 | 65,343.29 | -62,087.79 | 3,255.5 | 0.95 |
| Jan 16, 26 | 64,991.63 | -34,951.28 | 30,040.35 | 0.54 |
| Mar 20, 26 | 8,342.08 | -2,793.29 | 5,548.79 | 0.33 |
| Jan 15, 27 | 57,741.73 | -5,326.62 | 52,415.11 | 0.09 |