(SWAN)
AMEX: SWAN
· Real-Time Price · USD
32.10
0.13 (0.41%)
At close: Sep 10, 2025, 10:18 AM
SWAN Delta Exposure By Expiry
The total Delta Exposure (DEX) for SWAN across all expirations shows -141.47 net shares that market makers must hedge, with 943.75 from calls and 1,085.22 from puts. The put-call delta ratio of 1.15 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
SWAN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 12.83 | -3.93 | 8.9 | 0.31 |
| Oct 17, 25 | 572.18 | -1,081.29 | -509.11 | 1.89 |
| Jan 16, 26 | 128.51 | 0 | 128.51 | 0.00 |
| Apr 17, 26 | 230.23 | 0 | 230.23 | 0.00 |