Select Medical Corporati... (SEM)
NYSE: SEM
· Real-Time Price · USD
12.52
-0.29 (-2.26%)
At close: Sep 12, 2025, 3:59 PM
12.51
-0.04%
After-hours: Sep 12, 2025, 05:29 PM EDT
SEM Delta Exposure By Expiry
The total Delta Exposure (DEX) for SEM across all expirations shows 929.04 net shares that market makers must hedge, with 1,748.84 from calls and 819.8 from puts. The put-call delta ratio of 0.47 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
SEM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 342.26 | -457.01 | -114.75 | 1.34 |
| Oct 17, 25 | 8.45 | -12.51 | -4.06 | 1.48 |
| Dec 19, 25 | 1,087.83 | -275.22 | 812.61 | 0.25 |
| Mar 20, 26 | 310.3 | -75.06 | 235.24 | 0.24 |