(CFA)
NASDAQ: CFA
· Real-Time Price · USD
90.54
-0.68 (-0.75%)
At close: Sep 12, 2025, 3:59 PM
90.58
0.04%
After-hours: Sep 12, 2025, 04:10 PM EDT
CFA Delta Exposure By Expiry
The total Delta Exposure (DEX) for CFA across all expirations shows -11.87 net shares that market makers must hedge, with 45.07 from calls and 56.94 from puts. The put-call delta ratio of 1.26 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
CFA DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 45.07 | -56.94 | -11.87 | 1.26 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 0 | 0 | 0 | n/a |