Warby Parker Inc. (WRBY)
NYSE: WRBY
· Real-Time Price · USD
26.22
-0.22 (-0.83%)
At close: Oct 03, 2025, 3:59 PM
27.00
2.97%
After-hours: Oct 03, 2025, 07:48 PM EDT
WRBY Delta Exposure By Expiry
The total Delta Exposure (DEX) for WRBY across all expirations shows -54,995.72 net shares that market makers must hedge, with 59,693.96 from calls and 114,689.68 from puts. The put-call delta ratio of 1.92 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
WRBY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 816.38 | -143.61 | 672.77 | 0.18 |
| Oct 17, 25 | 686.99 | -3,578.76 | -2,891.77 | 5.21 |
| Oct 24, 25 | 7.58 | -1,211.39 | -1,203.81 | 159.81 |
| Oct 31, 25 | 628.3 | -87.34 | 540.96 | 0.14 |
| Nov 7, 25 | 20.56 | -40.15 | -19.59 | 1.95 |
| Nov 14, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 890.34 | -442.94 | 447.4 | 0.50 |
| Dec 19, 25 | 50,251.48 | -22,690.95 | 27,560.53 | 0.45 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 6,392.33 | -86,494.54 | -80,102.21 | 13.53 |