Solaris Energy Infrastruc... (SEI)
NYSE: SEI
· Real-Time Price · USD
39.67
1.47 (3.85%)
At close: Sep 26, 2025, 3:59 PM
39.70
0.08%
After-hours: Sep 26, 2025, 07:59 PM EDT
SEI Delta Exposure By Expiry
The total Delta Exposure (DEX) for SEI across all expirations shows -202,393.37 net shares that market makers must hedge, with 249,239.97 from calls and 451,633.34 from puts. The put-call delta ratio of 1.81 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
SEI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 111,226.76 | -360,454 | -249,227.24 | 3.24 |
| Nov 21, 25 | 93,576.46 | -66,390.89 | 27,185.57 | 0.71 |
| Dec 19, 25 | 8,920.59 | -627.7 | 8,292.89 | 0.07 |
| Jan 16, 26 | 8,064.96 | -2,936.64 | 5,128.32 | 0.36 |
| Feb 20, 26 | 21,072.36 | -19,416.06 | 1,656.3 | 0.92 |
| May 15, 26 | 1,905.45 | -1,280.23 | 625.22 | 0.67 |
| Jan 15, 27 | 3,155.07 | -501 | 2,654.07 | 0.16 |
| Jan 21, 28 | 1,318.32 | -26.82 | 1,291.5 | 0.02 |