(USFR)
AMEX: USFR
· Real-Time Price · USD
50.42
0.03 (0.06%)
At close: Aug 15, 2025, 3:59 PM
50.42
0.01%
After-hours: Aug 15, 2025, 07:20 PM EDT
USFR Delta Exposure By Expiry
The total Delta Exposure (DEX) for USFR across all expirations shows 1,380.97 net shares that market makers must hedge, with 1,380.97 from calls and 0 from puts. The put-call delta ratio of 0.00 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 1,358.91 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
USFR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 0 | 0 | 0 | n/a |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 22.06 | 0 | 22.06 | 0.00 |
| Jan 16, 26 | 1,358.91 | 0 | 1,358.91 | 0.00 |
| Feb 20, 26 | 0 | 0 | 0 | n/a |