Six Flags Entertainment C... (FUN)
NYSE: FUN
· Real-Time Price · USD
25.58
-1.13 (-4.23%)
At close: Aug 15, 2025, 3:59 PM
25.58
0.00%
After-hours: Aug 15, 2025, 06:55 PM EDT
FUN Delta Exposure By Expiry
The total Delta Exposure (DEX) for FUN across all expirations shows 78,215.1 net shares that market makers must hedge, with 200,225.79 from calls and 122,010.69 from puts. The put-call delta ratio of 0.61 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 80,069.92 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.
FUN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 115,608.83 | -35,538.91 | 80,069.92 | 0.31 |
| Oct 17, 25 | 32.6 | 0 | 32.6 | 0.00 |
| Nov 21, 25 | 4,201.46 | -5,362.3 | -1,160.84 | 1.28 |
| Dec 19, 25 | 23,467.66 | -62,530.98 | -39,063.32 | 2.66 |
| Jan 16, 26 | 43,365.44 | -12,350.33 | 31,015.11 | 0.28 |
| Mar 20, 26 | 4,539.87 | -2,411.01 | 2,128.86 | 0.53 |
| Dec 18, 26 | 9,009.93 | -3,817.16 | 5,192.77 | 0.42 |