SOPHiA GENETICS S.A. (SOPH)
SOPH Daily Delta Exposure
SOPH's current Delta Exposure (DEX) is 329.51 shares, which is 69% larger than the 3M average of 194.66899999999995 shares. During this period, DEX ranged from 98.68 on May 16, 2025 to 329.51 on Aug 14, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 0.29 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 465.73 | -136.22 | 329.51 | 0.29 |
| Aug 11, 2025 | 367.72 | -144.02 | 223.7 | 0.39 |
| Aug 7, 2025 | 390.35 | -134.29 | 256.06 | 0.34 |
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