Jack in Box Inc. (JACK)
NASDAQ: JACK
· Real-Time Price · USD
20.49
-0.16 (-0.77%)
At close: Aug 15, 2025, 3:59 PM
20.44
-0.24%
After-hours: Aug 15, 2025, 07:32 PM EDT
JACK Delta Exposure By Expiry
The total Delta Exposure (DEX) for JACK across all expirations shows 4,782.93 net shares that market makers must hedge, with 111,125.2 from calls and 106,342.27 from puts. The put-call delta ratio of 0.96 suggests neutral market maker positioning. The largest delta concentration at Dec 17, 27 with -7,185.19 net DEX represents significant hedging pressure that could fuel downside acceleration. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
JACK DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 36,955.68 | -31,055.24 | 5,900.44 | 0.84 |
| Oct 17, 25 | 26,098.13 | -26,798.05 | -699.92 | 1.03 |
| Dec 19, 25 | 35,711.91 | -32,575.94 | 3,135.97 | 0.91 |
| Mar 20, 26 | 4,925.3 | -5,118.37 | -193.07 | 1.04 |
| Jan 15, 27 | 5,015.74 | -1,191.04 | 3,824.7 | 0.24 |
| Dec 17, 27 | 2,418.44 | -9,603.63 | -7,185.19 | 3.97 |