Ryanair (RYAAY)
NASDAQ: RYAAY
· Real-Time Price · USD
66.67
0.83 (1.26%)
At close: Aug 15, 2025, 3:59 PM
66.63
-0.06%
After-hours: Aug 15, 2025, 07:07 PM EDT
RYAAY Delta Exposure By Expiry
The total Delta Exposure (DEX) for RYAAY across all expirations shows 15,911.53 net shares that market makers must hedge, with 39,724.13 from calls and 23,812.6 from puts. The put-call delta ratio of 0.60 suggests neutral market maker positioning. The largest delta concentration at Mar 20, 26 with -18,099.68 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
RYAAY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 21,587.55 | -3,915.67 | 17,671.88 | 0.18 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 17,136.48 | -797.15 | 16,339.33 | 0.05 |
| Mar 20, 26 | 1,000.1 | -19,099.78 | -18,099.68 | 19.10 |