First American Financial Corporation (FAF) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

First American Financial ...

NYSE: FAF · Real-Time Price · USD
64.96
0.71 (1.11%)
At close: Sep 26, 2025, 3:59 PM
64.98
0.03%
After-hours: Sep 26, 2025, 05:51 PM EDT

FAF Delta Exposure By Expiry

The total Delta Exposure (DEX) for FAF across all expirations shows 8,277.51 net shares that market makers must hedge, with 13,436.18 from calls and 5,158.67 from puts. The put-call delta ratio of 0.38 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

FAF DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 2,296.51 -4,182.17 -1,885.66 1.82
Nov 21, 25 64.98 0 64.98 0.00
Jan 16, 26 10,486.4 -976.5 9,509.9 0.09
Apr 17, 26 588.29 0 588.29 0.00