United Natural Foods Inc. (UNFI)
NYSE: UNFI
· Real-Time Price · USD
26.37
-0.05 (-0.19%)
At close: Aug 15, 2025, 2:17 PM
UNFI Delta Exposure By Expiry
The total Delta Exposure (DEX) for UNFI across all expirations shows 186,930.95 net shares that market makers must hedge, with 226,854.76 from calls and 39,923.81 from puts. The put-call delta ratio of 0.18 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 15, 27 with 67,942.98 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.
UNFI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 11,358.38 | -2,284.47 | 9,073.91 | 0.20 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 40,061.6 | -9,934.97 | 30,126.63 | 0.25 |
| Dec 19, 25 | 42,435.75 | -8,797.85 | 33,637.9 | 0.21 |
| Jan 16, 26 | 42,598.42 | -4,732.16 | 37,866.26 | 0.11 |
| Feb 20, 26 | 9,217.66 | -934.39 | 8,283.27 | 0.10 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |
| Jan 15, 27 | 81,182.95 | -13,239.97 | 67,942.98 | 0.16 |