STAAR Surgical (STAA)
NASDAQ: STAA
· Real-Time Price · USD
27.14
-0.28 (-1.02%)
At close: Oct 03, 2025, 3:59 PM
27.32
0.66%
After-hours: Oct 03, 2025, 06:35 PM EDT
STAA Delta Exposure By Expiry
The total Delta Exposure (DEX) for STAA across all expirations shows -3,871.24 net shares that market makers must hedge, with 73,336.44 from calls and 77,207.68 from puts. The put-call delta ratio of 1.05 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
STAA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 18,085.85 | -3,371.66 | 14,714.19 | 0.19 |
| Nov 21, 25 | 122.88 | -1,031.07 | -908.19 | 8.39 |
| Dec 19, 25 | 51,282.09 | -70,114.1 | -18,832.01 | 1.37 |
| Mar 20, 26 | 3,275.67 | -2,671.91 | 603.76 | 0.82 |
| Jun 18, 26 | 16.12 | -18.94 | -2.82 | 1.17 |
| Sep 18, 26 | 0 | 0 | 0 | n/a |
| Dec 18, 26 | 553.83 | 0 | 553.83 | 0.00 |