CBOE: JMST · Real-Time Price · USD
50.99
0.01 (0.02%)
At close: Aug 15, 2025, 2:59 PM

JMST Daily Delta Exposure

JMST's current Delta Exposure (DEX) is 261.31 shares, which is 1441% larger than the 3M average of 16.951999999999998 shares. During this period, DEX ranged from -81.36 on Jun 16, 2025 to 261.31 on Aug 8, 2025, swinging between net long and short dealer positioning. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 0.22 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.

DEX History

Date Call Delta Put Delta Net Delta P/C Delta
Aug 8, 2025 334.2 -72.89 261.31 0.22
Jun 23, 2025 77.48 -80.55 -3.07 1.04
Jun 20, 2025 45.33 -81.08 -35.75 1.79

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