TreeHouse Foods Inc. (THS)
NYSE: THS
· Real-Time Price · USD
18.60
-0.57 (-2.97%)
At close: Aug 15, 2025, 11:38 AM
THS Delta Exposure By Expiry
The total Delta Exposure (DEX) for THS across all expirations shows 4,321.21 net shares that market makers must hedge, with 11,478.41 from calls and 7,157.2 from puts. The put-call delta ratio of 0.62 suggests neutral market maker positioning. The largest delta concentration at Oct 17, 25 with 1,971.41 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.
THS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 775.39 | -179.6 | 595.79 | 0.23 |
| Oct 17, 25 | 6,631.51 | -4,660.1 | 1,971.41 | 0.70 |
| Nov 21, 25 | 1,896.67 | -1,501.95 | 394.72 | 0.79 |
| Dec 19, 25 | 2,028.38 | -723.49 | 1,304.89 | 0.36 |
| Feb 20, 26 | 146.46 | -92.06 | 54.4 | 0.63 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |