Cal-Maine Foods Inc. (CALM)
NASDAQ: CALM
· Real-Time Price · USD
110.64
-0.37 (-0.33%)
At close: Sep 12, 2025, 3:59 PM
111.91
1.15%
After-hours: Sep 12, 2025, 06:56 PM EDT
CALM Delta Exposure By Expiry
The total Delta Exposure (DEX) for CALM across all expirations shows 27,066.61 net shares that market makers must hedge, with 214,226.83 from calls and 187,160.22 from puts. The put-call delta ratio of 0.87 suggests neutral market maker positioning.
CALM DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 19, 25 | 71,170.05 | -124,767.45 | -53,597.4 | 1.75 |
Oct 17, 25 | 24,755.34 | -29,693.49 | -4,938.15 | 1.20 |
Nov 21, 25 | 83,633.45 | -23,732.97 | 59,900.48 | 0.28 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Feb 20, 26 | 34,667.99 | -8,966.31 | 25,701.68 | 0.26 |