Lamb Weston Inc. (LW)
NYSE: LW
· Real-Time Price · USD
54.16
-0.67 (-1.22%)
At close: Aug 15, 2025, 3:59 PM
55.07
1.68%
After-hours: Aug 15, 2025, 07:35 PM EDT
LW Delta Exposure By Expiry
The total Delta Exposure (DEX) for LW across all expirations shows 413,450.55 net shares that market makers must hedge, with 848,793.07 from calls and 435,342.52 from puts. The put-call delta ratio of 0.51 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 306,385.97 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
LW DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 408,010.13 | -101,624.16 | 306,385.97 | 0.25 |
| Oct 17, 25 | 118,751.52 | -112,797.11 | 5,954.41 | 0.95 |
| Jan 16, 26 | 243,921.18 | -184,154.54 | 59,766.64 | 0.75 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jun 18, 26 | 14,105.85 | -14,609.27 | -503.42 | 1.04 |
| Jan 15, 27 | 56,598.18 | -21,335.27 | 35,262.91 | 0.38 |
| Dec 17, 27 | 7,406.21 | -822.17 | 6,584.04 | 0.11 |