James River Group Ltd. (JRVR)
NASDAQ: JRVR
· Real-Time Price · USD
5.30
-0.05 (-0.93%)
At close: Sep 11, 2025, 11:54 AM
JRVR Delta Exposure By Expiry
The total Delta Exposure (DEX) for JRVR across all expirations shows 1,283.49 net shares that market makers must hedge, with 2,782.73 from calls and 1,499.24 from puts. The put-call delta ratio of 0.54 suggests neutral market maker positioning.
JRVR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 618.7 | -27.43 | 591.27 | 0.04 |
| Oct 17, 25 | 16.67 | 0 | 16.67 | 0.00 |
| Nov 21, 25 | 2,065.92 | -881.46 | 1,184.46 | 0.43 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 81.44 | -590.35 | -508.91 | 7.25 |