Cullen/Frost Bankers Inc. (CFR)
NYSE: CFR
· Real-Time Price · USD
128.92
0.75 (0.59%)
At close: Sep 26, 2025, 3:59 PM
128.88
-0.03%
After-hours: Sep 26, 2025, 05:52 PM EDT
CFR Delta Exposure By Expiry
The total Delta Exposure (DEX) for CFR across all expirations shows 3,124.44 net shares that market makers must hedge, with 12,888.79 from calls and 9,764.35 from puts. The put-call delta ratio of 0.76 suggests neutral market maker positioning.
CFR DEX Table
Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Oct 17, 25 | 8,723.03 | -6,733.01 | 1,990.02 | 0.77 |
Nov 21, 25 | 690.72 | -579.35 | 111.37 | 0.84 |
Jan 16, 26 | 2,963.58 | -2,323.34 | 640.24 | 0.78 |
Apr 17, 26 | 511.46 | -128.65 | 382.81 | 0.25 |