Sandisk Corporation (SNDK)
SNDK Daily Delta Exposure
SNDK's current Delta Exposure (DEX) is 231.26K shares, which is 3% smaller than the 3M average of 238.75K shares. During this period, DEX ranged from 70.47K on Aug 7, 2025 to 560.01K on Jun 25, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.39 shows bullish call positioning but leaves the market vulnerable to pullbacks. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 15, 2025 | 381,145.59 | -149,885.99 | 231,259.6 | 0.39 |
| Aug 14, 2025 | 439,110.71 | -166,622.56 | 272,488.15 | 0.38 |
| Aug 13, 2025 | 539,686.41 | -107,240.02 | 432,446.39 | 0.20 |
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