Denny's Corporation (DENN)
NASDAQ: DENN
· Real-Time Price · USD
5.33
-0.01 (-0.19%)
At close: Sep 26, 2025, 3:59 PM
5.39
1.13%
After-hours: Sep 26, 2025, 06:17 PM EDT
DENN Delta Exposure By Expiry
The total Delta Exposure (DEX) for DENN across all expirations shows -5,394.28 net shares that market makers must hedge, with 40,687.57 from calls and 46,081.85 from puts. The put-call delta ratio of 1.13 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
DENN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 2,172.81 | -233.5 | 1,939.31 | 0.11 |
| Nov 21, 25 | 33,870.71 | -2,581.38 | 31,289.33 | 0.08 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 4,018.92 | -2,343.55 | 1,675.37 | 0.58 |
| May 15, 26 | 328.66 | -40,914.5 | -40,585.84 | 124.49 |
| Aug 21, 26 | 296.47 | -8.92 | 287.55 | 0.03 |