Frontier Group Inc. (ULCC)
NASDAQ: ULCC
· Real-Time Price · USD
5.36
0.18 (3.47%)
At close: Sep 08, 2025, 3:32 PM
ULCC Delta Exposure By Expiry
The total Delta Exposure (DEX) for ULCC across all expirations shows 71,439.07 net shares that market makers must hedge, with 81,732.47 from calls and 10,293.4 from puts. The put-call delta ratio of 0.13 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
ULCC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 19,475.83 | -4,366.59 | 15,109.24 | 0.22 |
| Oct 17, 25 | 18,342.51 | -1,800.18 | 16,542.33 | 0.10 |
| Jan 16, 26 | 41,117.12 | -3,740.88 | 37,376.24 | 0.09 |
| Apr 17, 26 | 2,797.01 | -385.75 | 2,411.26 | 0.14 |