Tandem Diabetes Care Inc. (TNDM)
NASDAQ: TNDM
· Real-Time Price · USD
12.00
0.04 (0.33%)
At close: Sep 26, 2025, 3:59 PM
11.91
-0.75%
After-hours: Sep 26, 2025, 05:55 PM EDT
TNDM Delta Exposure By Expiry
The total Delta Exposure (DEX) for TNDM across all expirations shows -8,340.62 net shares that market makers must hedge, with 23,419.09 from calls and 31,759.71 from puts. The put-call delta ratio of 1.36 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
TNDM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 1,605.48 | -926.89 | 678.59 | 0.58 |
| Nov 21, 25 | 6,206.32 | -6,548.02 | -341.7 | 1.06 |
| Jan 16, 26 | 9,939.59 | -20,217.21 | -10,277.62 | 2.03 |
| Feb 20, 26 | 2,017.5 | -459.5 | 1,558 | 0.23 |
| May 15, 26 | 0 | 0 | 0 | n/a |
| Dec 18, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 3,650.2 | -3,608.09 | 42.11 | 0.99 |