E.W. Scripps (SSP)
NASDAQ: SSP
· Real-Time Price · USD
2.91
0.00 (0.00%)
At close: Sep 12, 2025, 3:59 PM
2.82
-3.09%
After-hours: Sep 12, 2025, 07:21 PM EDT
SSP Delta Exposure By Expiry
The total Delta Exposure (DEX) for SSP across all expirations shows 12,536.69 net shares that market makers must hedge, with 13,111.75 from calls and 575.06 from puts. The put-call delta ratio of 0.04 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
SSP DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 11,222.49 | -263.19 | 10,959.3 | 0.02 |
| Oct 17, 25 | 29.33 | -1.33 | 28 | 0.05 |
| Nov 21, 25 | 43.88 | 0 | 43.88 | 0.00 |
| Dec 19, 25 | 1,719.14 | -308.45 | 1,410.69 | 0.18 |
| Jan 16, 26 | 63.37 | 0 | 63.37 | 0.00 |
| Feb 20, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 27.97 | -2.09 | 25.88 | 0.07 |
| Aug 21, 26 | 0 | 0 | 0 | n/a |
| Oct 16, 26 | 0 | 0 | 0 | n/a |
| Dec 18, 26 | 5.57 | 0 | 5.57 | 0.00 |