Companhia Siderúrgica Nac... (SID)
SID Daily Delta Exposure
SID's current Delta Exposure (DEX) is -7.33K shares, which is 45% larger than the 3M average of -5.07K shares. During this period, DEX ranged from -8.45K on Aug 15, 2025 to -91.32999999999993 on May 28, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 2.90 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 19, 2025 | 3,868.58 | -11,202.19 | -7,333.61 | 2.90 |
| Aug 18, 2025 | 4,820.53 | -12,370.14 | -7,549.61 | 2.57 |
| Aug 15, 2025 | 4,119.56 | -12,567.89 | -8,448.33 | 3.05 |
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