Sprouts Farmers Market In... (SFM)
NASDAQ: SFM
· Real-Time Price · USD
133.70
-2.31 (-1.70%)
At close: Sep 10, 2025, 12:44 PM
SFM Delta Exposure By Expiry
The total Delta Exposure (DEX) for SFM across all expirations shows -100,845.93 net shares that market makers must hedge, with 441,324.58 from calls and 542,170.51 from puts. The put-call delta ratio of 1.23 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
SFM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 65,761.1 | -195,048.17 | -129,287.07 | 2.97 |
| Oct 17, 25 | 25,704.82 | -37,653.57 | -11,948.75 | 1.46 |
| Dec 19, 25 | 64,727.28 | -149,979.7 | -85,252.42 | 2.32 |
| Jan 16, 26 | 205,323.17 | -111,097.07 | 94,226.1 | 0.54 |
| Mar 20, 26 | 26,277.05 | -23,454.13 | 2,822.92 | 0.89 |
| Jun 18, 26 | 12,379.42 | -5,482.01 | 6,897.41 | 0.44 |
| Jan 15, 27 | 41,151.74 | -19,455.86 | 21,695.88 | 0.47 |