Yiren Digital Ltd. (YRD)
NYSE: YRD
· Real-Time Price · USD
5.91
0.01 (0.17%)
At close: Aug 15, 2025, 3:59 PM
5.93
0.34%
After-hours: Aug 15, 2025, 06:55 PM EDT
YRD Delta Exposure By Expiry
The total Delta Exposure (DEX) for YRD across all expirations shows 475.66 net shares that market makers must hedge, with 1,722.64 from calls and 1,246.98 from puts. The put-call delta ratio of 0.72 suggests neutral market maker positioning. The largest delta concentration at Feb 20, 26 with 515.95 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
YRD DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 39.89 | -53.2 | -13.31 | 1.33 |
| Oct 17, 25 | 5.38 | 0 | 5.38 | 0.00 |
| Nov 21, 25 | 1,091.3 | -1,123.66 | -32.36 | 1.03 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 586.07 | -70.12 | 515.95 | 0.12 |