Frontline Ltd. (FRO)
NYSE: FRO
· Real-Time Price · USD
22.93
0.78 (3.52%)
At close: Sep 08, 2025, 12:42 PM
FRO Delta Exposure By Expiry
The total Delta Exposure (DEX) for FRO across all expirations shows 541,499.47 net shares that market makers must hedge, with 587,422.99 from calls and 45,923.52 from puts. The put-call delta ratio of 0.08 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
FRO DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 127,605.52 | -7,701.8 | 119,903.72 | 0.06 |
| Oct 17, 25 | 100,317.37 | -1,560.42 | 98,756.95 | 0.02 |
| Nov 21, 25 | 116,805.58 | -12,856.55 | 103,949.03 | 0.11 |
| Dec 19, 25 | 40,354.85 | -2,472.38 | 37,882.47 | 0.06 |
| Jan 16, 26 | 164,171.9 | -17,166.6 | 147,005.3 | 0.10 |
| Feb 20, 26 | 4,101.51 | -970.78 | 3,130.73 | 0.24 |
| Mar 20, 26 | 34,066.26 | -3,194.99 | 30,871.27 | 0.09 |