Sachem Capital Corp.

AMEX: SACH · Real-Time Price · USD
1.13
0.00 (0.44%)
At close: Aug 15, 2025, 3:59 PM
1.12
-0.41%
After-hours: Aug 15, 2025, 07:17 PM EDT

SACH Delta Exposure By Expiry

The total Delta Exposure (DEX) for SACH across all expirations shows 5.91 net shares that market makers must hedge, with 149.41 from calls and 143.5 from puts. The put-call delta ratio of 0.96 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with -61.26 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.

SACH DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 63.47 -124.73 -61.26 1.97
Oct 17, 25 0 0 0 n/a
Dec 19, 25 66 -17.81 48.19 0.27
Mar 20, 26 19.94 -0.96 18.98 0.05