Wave Life Sciences Ltd. (WVE)
NASDAQ: WVE
· Real-Time Price · USD
7.39
-0.09 (-1.20%)
At close: Sep 10, 2025, 3:59 PM
7.38
-0.14%
After-hours: Sep 10, 2025, 07:58 PM EDT
WVE Delta Exposure By Expiry
The total Delta Exposure (DEX) for WVE across all expirations shows 24,893.39 net shares that market makers must hedge, with 73,211.82 from calls and 48,318.43 from puts. The put-call delta ratio of 0.66 suggests neutral market maker positioning.
WVE DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 1,807.19 | -22,023.17 | -20,215.98 | 12.19 |
| Oct 17, 25 | 5,371.04 | -1,205.37 | 4,165.67 | 0.22 |
| Jan 16, 26 | 58,539.21 | -24,678.15 | 33,861.06 | 0.42 |
| Apr 17, 26 | 7,494.38 | -411.74 | 7,082.64 | 0.05 |