Casey's General Stores In...

NASDAQ: CASY · Real-Time Price · USD
496.61
-6.65 (-1.32%)
At close: Aug 25, 2025, 3:59 PM
496.61
0.00%
After-hours: Aug 25, 2025, 04:36 PM EDT

CASY Delta Exposure By Expiry

The total Delta Exposure (DEX) for CASY across all expirations shows 133,694.29 net shares that market makers must hedge, with 308,579.3 from calls and 174,885.01 from puts. The put-call delta ratio of 0.57 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 87,054.97 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.

CASY DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 34,265.64 -33,995.57 270.07 0.99
Oct 17, 25 2,153.51 -3,653.12 -1,499.61 1.70
Nov 21, 25 90,787.99 -41,184.66 49,603.33 0.45
Dec 19, 25 160,211.56 -73,156.59 87,054.97 0.46
Feb 20, 26 21,160.6 -22,895.07 -1,734.47 1.08