Fiverr International Ltd. (FVRR)
NYSE: FVRR
· Real-Time Price · USD
22.35
0.31 (1.41%)
At close: Aug 15, 2025, 3:59 PM
22.44
0.40%
After-hours: Aug 15, 2025, 07:39 PM EDT
FVRR Delta Exposure By Expiry
The total Delta Exposure (DEX) for FVRR across all expirations shows -3,687.57 net shares that market makers must hedge, with 48,546.2 from calls and 52,233.77 from puts. The put-call delta ratio of 1.08 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached. The largest delta concentration at Sep 19, 25 with -11,986.4 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
FVRR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 7,070.89 | -19,057.29 | -11,986.4 | 2.70 |
| Oct 17, 25 | 8,131.17 | -8,213.95 | -82.78 | 1.01 |
| Nov 21, 25 | 6,342.08 | -5,309.35 | 1,032.73 | 0.84 |
| Jan 16, 26 | 19,791.11 | -17,475.82 | 2,315.29 | 0.88 |
| Feb 20, 26 | 0 | 0 | 0 | n/a |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 7,210.95 | -2,177.36 | 5,033.59 | 0.30 |