Groupon Inc. (GRPN)
NASDAQ: GRPN
· Real-Time Price · USD
23.51
0.84 (3.71%)
At close: Sep 11, 2025, 3:59 PM
23.02
-2.08%
Pre-market: Sep 12, 2025, 08:14 AM EDT
GRPN Delta Exposure By Expiry
The total Delta Exposure (DEX) for GRPN across all expirations shows 257,618.38 net shares that market makers must hedge, with 573,123.53 from calls and 315,505.15 from puts. The put-call delta ratio of 0.55 suggests neutral market maker positioning.
GRPN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 23,239.54 | -35,218.35 | -11,978.81 | 1.52 |
| Sep 26, 25 | 1,196.32 | -3,417.71 | -2,221.39 | 2.86 |
| Oct 3, 25 | 10,992.79 | -3,434.7 | 7,558.09 | 0.31 |
| Oct 10, 25 | 99.63 | -574.45 | -474.82 | 5.77 |
| Oct 17, 25 | 88,086.22 | -87,673.37 | 412.85 | 1.00 |
| Oct 24, 25 | 6.41 | -199.37 | -192.96 | 31.10 |
| Nov 21, 25 | 44,468.53 | -12,093.4 | 32,375.13 | 0.27 |
| Dec 19, 25 | 84,930.92 | -109,608.5 | -24,677.58 | 1.29 |
| Jan 16, 26 | 187,857.09 | -25,254.91 | 162,602.18 | 0.13 |
| Feb 20, 26 | 14,647.75 | -12,696.83 | 1,950.92 | 0.87 |
| Mar 20, 26 | 11,704.41 | -13,988.23 | -2,283.82 | 1.20 |
| Apr 17, 26 | 404.52 | -390.33 | 14.19 | 0.96 |
| Jan 15, 27 | 105,056.01 | -10,943.58 | 94,112.43 | 0.10 |
| Dec 17, 27 | 433.39 | -11.42 | 421.97 | 0.03 |