Sasol Limited (SSL)
NYSE: SSL
· Real-Time Price · USD
6.92
-0.23 (-3.22%)
At close: Sep 09, 2025, 2:27 PM
SSL Daily Delta Exposure
SSL's current Delta Exposure (DEX) is 14.23K shares, which is 173% larger than the 3M average of 5.22K shares. During this period, DEX ranged from 1.53K on Jun 25, 2025 to 15.04K on Sep 5, 2025, with dealers maintaining net short exposure requiring continuous hedging.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 8, 2025 | 15,553.48 | -1,326.41 | 14,227.07 | 0.09 |
| Sep 5, 2025 | 16,266.8 | -1,225.3 | 15,041.5 | 0.08 |
| Sep 4, 2025 | 14,541.71 | -1,177.68 | 13,364.03 | 0.08 |
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