StandardAero Inc. (SARO)
NYSE: SARO
· Real-Time Price · USD
26.55
-0.47 (-1.74%)
At close: Aug 15, 2025, 3:59 PM
26.00
-2.05%
After-hours: Aug 15, 2025, 06:07 PM EDT
SARO Delta Exposure By Expiry
The total Delta Exposure (DEX) for SARO across all expirations shows 4,039.25 net shares that market makers must hedge, with 11,842.82 from calls and 7,803.57 from puts. The put-call delta ratio of 0.66 suggests neutral market maker positioning. The largest delta concentration at Jan 16, 26 with 3,626.25 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.
SARO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 2,514.94 | -373.8 | 2,141.14 | 0.15 |
| Oct 17, 25 | 4,870.42 | -6,598.56 | -1,728.14 | 1.35 |
| Jan 16, 26 | 4,457.46 | -831.21 | 3,626.25 | 0.19 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |