(SIL)
AMEX: SIL
· Real-Time Price · USD
54.00
0.20 (0.37%)
At close: Aug 15, 2025, 3:59 PM
54.50
0.93%
After-hours: Aug 15, 2025, 07:34 PM EDT
SIL Delta Exposure By Expiry
The total Delta Exposure (DEX) for SIL across all expirations shows 1,161,859.46 net shares that market makers must hedge, with 1,268,004.98 from calls and 106,145.52 from puts. The put-call delta ratio of 0.08 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 480,163.64 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.
SIL DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 110,688.17 | -18,029.27 | 92,658.9 | 0.16 |
Oct 17, 25 | 452,127.75 | -54,008.06 | 398,119.69 | 0.12 |
Jan 16, 26 | 502,613.33 | -22,449.69 | 480,163.64 | 0.04 |
Mar 20, 26 | 79,166.43 | -3,060.8 | 76,105.63 | 0.04 |
Apr 17, 26 | 0 | 0 | 0 | n/a |
Jan 15, 27 | 123,409.3 | -8,597.7 | 114,811.6 | 0.07 |