Sabre Corporation (SABR)
NASDAQ: SABR
· Real-Time Price · USD
1.85
0.01 (0.54%)
At close: Oct 03, 2025, 3:59 PM
1.89
2.16%
After-hours: Oct 03, 2025, 07:23 PM EDT
SABR Delta Exposure By Expiry
The total Delta Exposure (DEX) for SABR across all expirations shows -58,472.68 net shares that market makers must hedge, with 59,068.64 from calls and 117,541.32 from puts. The put-call delta ratio of 1.99 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
SABR DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 17, 25 | 6,798.74 | -17,700.95 | -10,902.21 | 2.60 |
Nov 21, 25 | 2,127.89 | -1,399.47 | 728.42 | 0.66 |
Dec 19, 25 | 9,466.33 | -56,060.04 | -46,593.71 | 5.92 |
Jan 16, 26 | 17,557.8 | -11,357.56 | 6,200.24 | 0.65 |
Apr 17, 26 | 472.16 | -3,861.97 | -3,389.81 | 8.18 |
Jun 18, 26 | 6,749.07 | -7,896.4 | -1,147.33 | 1.17 |
Dec 18, 26 | 3,795.97 | -18,774.28 | -14,978.31 | 4.95 |
Jan 15, 27 | 12,057.32 | -490.65 | 11,566.67 | 0.04 |
Jan 21, 28 | 43.36 | 0 | 43.36 | 0.00 |