(SPFF)
AMEX: SPFF
· Real-Time Price · USD
9.43
-0.02 (-0.21%)
At close: Sep 12, 2025, 3:59 PM
9.24
-1.96%
After-hours: Sep 12, 2025, 06:22 PM EDT
SPFF Delta Exposure By Expiry
The total Delta Exposure (DEX) for SPFF across all expirations shows -79.63 net shares that market makers must hedge, with 5.48 from calls and 85.11 from puts. The put-call delta ratio of 15.53 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
SPFF DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 0 | -3.67 | -3.67 | n/a |
| Oct 17, 25 | 0 | -81.44 | -81.44 | n/a |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Apr 17, 26 | 5.48 | 0 | 5.48 | 0.00 |