JPMorgan Equity Premium I... (JEPI)
AMEX: JEPI
· Real-Time Price · USD
56.95
-0.08 (-0.14%)
At close: Oct 06, 2025, 10:52 AM
JEPI Delta Exposure By Expiry
The total Delta Exposure (DEX) for JEPI across all expirations shows 61,020.07 net shares that market makers must hedge, with 225,765.58 from calls and 164,745.51 from puts. The put-call delta ratio of 0.73 suggests neutral market maker positioning.
JEPI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 117,827.2 | -86,463.63 | 31,363.57 | 0.73 |
| Nov 21, 25 | 22,846.89 | -21,645.44 | 1,201.45 | 0.95 |
| Jan 16, 26 | 77,082.72 | -45,380.8 | 31,701.92 | 0.59 |
| Apr 17, 26 | 6,091.71 | -5,542.97 | 548.74 | 0.91 |
| Jan 15, 27 | 475.74 | -1,734.41 | -1,258.67 | 3.65 |
| Jan 21, 28 | 1,441.32 | -3,978.26 | -2,536.94 | 2.76 |