SLM Corporation (SLM) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

SLM Corporation

NASDAQ: SLM · Real-Time Price · USD
28.13
-0.90 (-3.10%)
At close: Sep 12, 2025, 3:59 PM
28.30
0.60%
After-hours: Sep 12, 2025, 05:55 PM EDT

SLM Delta Exposure By Expiry

The total Delta Exposure (DEX) for SLM across all expirations shows -347,856.9 net shares that market makers must hedge, with 87,296.58 from calls and 435,153.48 from puts. The put-call delta ratio of 4.98 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.

SLM DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 52,990.62 -38,215.19 14,775.43 0.72
Oct 17, 25 16,358.54 -144,285.02 -127,926.48 8.82
Dec 19, 25 7,354.04 -14,019.37 -6,665.33 1.91
Jan 16, 26 10,329.72 -232,701.98 -222,372.26 22.53
Apr 17, 26 263.66 -5,931.92 -5,668.26 22.50