SELLAS Life Sciences Group Inc. (SLS) Delta Exposure Analysis | DEX Options Flow & Market Impact - Stocknear

SELLAS Life Sciences Grou...

NASDAQ: SLS · Real-Time Price · USD
1.87
0.16 (9.36%)
At close: Oct 03, 2025, 3:59 PM
1.87
0.02%
After-hours: Oct 03, 2025, 07:40 PM EDT

SLS Daily Delta Exposure

SLS's current Delta Exposure (DEX) is 398.56K shares, which is 47% larger than the 3M average of 270.65K shares. During this period, DEX ranged from 186.48K on Jul 18, 2025 to 398.56K on Oct 3, 2025, with dealers maintaining net short exposure requiring continuous hedging.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Oct 3, 2025 400,996.48 -2,436.53 398,559.95 0.01
Oct 2, 2025 370,002.06 -2,282.9 367,719.16 0.01
Oct 1, 2025 339,268.47 -1,703.3 337,565.17 0.01

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