JFrog Ltd. (FROG)
NASDAQ: FROG
· Real-Time Price · USD
44.55
1.82 (4.26%)
At close: Aug 15, 2025, 2:08 PM
FROG Delta Exposure By Expiry
The total Delta Exposure (DEX) for FROG across all expirations shows 144,176.76 net shares that market makers must hedge, with 210,632.95 from calls and 66,456.19 from puts. The put-call delta ratio of 0.32 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Sep 19, 25 with 57,915.48 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.
FROG DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 74,806.93 | -16,891.45 | 57,915.48 | 0.23 |
| Oct 17, 25 | 25,096.18 | -34,056.24 | -8,960.06 | 1.36 |
| Dec 19, 25 | 38,419.79 | -4,330.54 | 34,089.25 | 0.11 |
| Jan 16, 26 | 64,024.46 | -10,194.88 | 53,829.58 | 0.16 |
| Mar 20, 26 | 927.17 | -240.15 | 687.02 | 0.26 |
| Jan 15, 27 | 6,705.06 | -337.54 | 6,367.52 | 0.05 |
| Dec 17, 27 | 653.36 | -405.39 | 247.97 | 0.62 |