Sprouts Farmers Market In... (SFM)
NASDAQ: SFM
· Real-Time Price · USD
145.63
2.22 (1.55%)
At close: Aug 15, 2025, 3:59 PM
144.46
-0.81%
After-hours: Aug 15, 2025, 07:57 PM EDT
SFM Delta Exposure By Expiry
The total Delta Exposure (DEX) for SFM across all expirations shows 21,841.11 net shares that market makers must hedge, with 457,427.37 from calls and 435,586.26 from puts. The put-call delta ratio of 0.95 suggests neutral market maker positioning. The largest delta concentration at Jan 16, 26 with 119,554.24 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
SFM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 102,781.1 | -181,664.82 | -78,883.72 | 1.77 |
| Oct 17, 25 | 771.84 | -633.59 | 138.25 | 0.82 |
| Dec 19, 25 | 67,867.56 | -120,789.01 | -52,921.45 | 1.78 |
| Jan 16, 26 | 214,682.79 | -95,128.55 | 119,554.24 | 0.44 |
| Mar 20, 26 | 11,894.74 | -14,445.38 | -2,550.64 | 1.21 |
| Jun 18, 26 | 13,200.59 | -4,918.05 | 8,282.54 | 0.37 |
| Jan 15, 27 | 46,228.75 | -18,006.86 | 28,221.89 | 0.39 |