First Financial Bankshare... (FFIN)
NASDAQ: FFIN
· Real-Time Price · USD
36.05
-0.03 (-0.08%)
At close: Sep 10, 2025, 3:59 PM
36.05
0.00%
After-hours: Sep 10, 2025, 04:54 PM EDT
FFIN Delta Exposure By Expiry
The total Delta Exposure (DEX) for FFIN across all expirations shows -555.55 net shares that market makers must hedge, with 2,520.32 from calls and 3,075.87 from puts. The put-call delta ratio of 1.22 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
FFIN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 37.3 | -123.11 | -85.81 | 3.30 |
| Oct 17, 25 | 2,472.57 | -2,952.76 | -480.19 | 1.19 |
| Jan 16, 26 | 10.45 | 0 | 10.45 | 0.00 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |