Frontier Group Inc. (ULCC)
NASDAQ: ULCC
· Real-Time Price · USD
4.90
0.13 (2.73%)
At close: Sep 26, 2025, 3:59 PM
4.90
0.00%
After-hours: Sep 26, 2025, 07:50 PM EDT
ULCC Delta Exposure By Expiry
The total Delta Exposure (DEX) for ULCC across all expirations shows 77,530.64 net shares that market makers must hedge, with 85,968.07 from calls and 8,437.43 from puts. The put-call delta ratio of 0.10 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 |
|---|---|---|---|---|
| Oct 17, 25 | 27,266.4 | -3,792.21 | 23,474.19 | 0.14 |
| Nov 21, 25 | 290.15 | -264.32 | 25.83 | 0.91 |
| Jan 16, 26 | 48,055.13 | -3,534.21 | 44,520.92 | 0.07 |
| Apr 17, 26 | 10,151.23 | -634.27 | 9,516.96 | 0.06 |
| Jan 15, 27 | 177.25 | -212.42 | -35.17 | 1.20 |
| Jan 21, 28 | 27.91 | 0 | 27.91 | 0.00 |