SELLAS Life Sciences Grou... (SLS)
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 Delta Exposure By Expiry
The total Delta Exposure (DEX) for SLS across all expirations shows 398,559.95 net shares that market makers must hedge, with 400,996.48 from calls and 2,436.53 from puts. The put-call delta ratio of 0.01 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
SLS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 31,591.99 | -886.76 | 30,705.23 | 0.03 |
| Nov 21, 25 | 18,294.21 | -247.48 | 18,046.73 | 0.01 |
| Jan 16, 26 | 193,780.33 | -1,047.02 | 192,733.31 | 0.01 |
| Apr 17, 26 | 9,454.51 | -4.84 | 9,449.67 | 0.00 |
| Jan 15, 27 | 129,344.39 | -239.91 | 129,104.48 | 0.00 |
| Jan 21, 28 | 18,531.05 | -10.52 | 18,520.53 | 0.00 |