Chefs' Warehouse Inc. (CHEF)
NASDAQ: CHEF
· Real-Time Price · USD
61.48
0.19 (0.31%)
At close: Aug 15, 2025, 3:59 PM
61.55
0.11%
After-hours: Aug 15, 2025, 05:36 PM EDT
CHEF Delta Exposure By Expiry
The total Delta Exposure (DEX) for CHEF across all expirations shows 14,569.91 net shares that market makers must hedge, with 31,862.66 from calls and 17,292.75 from puts. The put-call delta ratio of 0.54 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 15,543.27 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.
CHEF DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 126.35 | -2,980.48 | -2,854.13 | 23.59 |
| Oct 17, 25 | 2,178.46 | -3,521.36 | -1,342.9 | 1.62 |
| Dec 19, 25 | 25,460.03 | -9,916.76 | 15,543.27 | 0.39 |
| Jan 16, 26 | 4,097.82 | -874.15 | 3,223.67 | 0.21 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |