Zepp Health Corporation (ZEPP) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Zepp Health Corporation

NYSE: ZEPP · Real-Time Price · USD
49.88
-0.13 (-0.26%)
At close: Sep 12, 2025, 3:59 PM
49.88
0.00%
After-hours: Sep 12, 2025, 07:32 PM EDT

ZEPP Delta Exposure By Expiry

The total Delta Exposure (DEX) for ZEPP across all expirations shows 117,165.39 net shares that market makers must hedge, with 139,603.23 from calls and 22,437.84 from puts. The put-call delta ratio of 0.16 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

ZEPP DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 68,938.16 -7,520.1 61,418.06 0.11
Oct 17, 25 13,572.35 -6,433.6 7,138.75 0.47
Dec 19, 25 24,099.8 -5,865.18 18,234.62 0.24
Mar 20, 26 32,992.92 -2,618.96 30,373.96 0.08