Companhia Siderúrgica Nac... (SID)
NYSE: SID
· Real-Time Price · USD
1.56
0.02 (1.30%)
At close: Oct 03, 2025, 3:59 PM
1.55
-0.64%
After-hours: Oct 03, 2025, 06:46 PM EDT
SID Delta Exposure By Expiry
The total Delta Exposure (DEX) for SID across all expirations shows -4,160.92 net shares that market makers must hedge, with 6,030.56 from calls and 10,191.48 from puts. The put-call delta ratio of 1.69 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
SID DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 560.19 | -80.45 | 479.74 | 0.14 |
| Nov 21, 25 | 179.29 | -0.64 | 178.65 | 0.00 |
| Dec 19, 25 | 3,345.99 | -9,386.42 | -6,040.43 | 2.81 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 1,945.09 | -723.97 | 1,221.12 | 0.37 |