Farfetch Limited

NYSE: FTCH · Real-Time Price · USD
0.64
-0.10 (-13.64%)
At close: Dec 15, 2023, 10:00 PM

FTCH Daily Delta Exposure

FTCH's current Delta Exposure (DEX) is -2.02K shares, which is Infinity% larger than the 3M average of 0 shares. During this period, DEX ranged from 0 on n/a to 0 on n/a, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.17 reflects balanced options positioning. Near extreme DEX levels suggest potential for mean reversion as positions unwind.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Dec 15, 2023 12,033.94 -14,056.93 -2,022.99 1.17
Dec 14, 2023 13,488.11 -14,563.12 -1,075.01 1.08
Dec 13, 2023 13,405.51 -14,977.4 -1,571.89 1.12

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