Safety Insurance Group In... (SAFT)
NASDAQ: SAFT
· Real-Time Price · USD
72.96
-0.17 (-0.23%)
At close: Sep 10, 2025, 3:59 PM
72.96
0.00%
After-hours: Sep 10, 2025, 04:26 PM EDT
SAFT Delta Exposure By Expiry
The total Delta Exposure (DEX) for SAFT across all expirations shows 963.43 net shares that market makers must hedge, with 1,095.83 from calls and 132.4 from puts. The put-call delta ratio of 0.12 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
SAFT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 197.85 | -56.79 | 141.06 | 0.29 |
| Oct 17, 25 | 32.46 | 0 | 32.46 | 0.00 |
| Nov 21, 25 | 275.04 | -18.94 | 256.1 | 0.07 |
| Feb 20, 26 | 590.48 | -56.67 | 533.81 | 0.10 |