Farmer Bros. Co. (FARM)
NASDAQ: FARM
· Real-Time Price · USD
1.73
0.03 (1.76%)
At close: Aug 15, 2025, 3:59 PM
1.72
-0.58%
After-hours: Aug 15, 2025, 04:10 PM EDT
FARM Delta Exposure By Expiry
The total Delta Exposure (DEX) for FARM across all expirations shows 253.44 net shares that market makers must hedge, with 713.98 from calls and 460.54 from puts. The put-call delta ratio of 0.65 suggests neutral market maker positioning. The largest delta concentration at Nov 21, 25 with 369.17 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
FARM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 49.03 | 0 | 49.03 | 0.00 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 372.89 | -3.72 | 369.17 | 0.01 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 292.06 | -456.82 | -164.76 | 1.56 |