First Financial Bankshare... (FFIN)
NASDAQ: FFIN
· Real-Time Price · USD
33.50
0.12 (0.36%)
At close: Oct 03, 2025, 3:59 PM
33.50
0.00%
After-hours: Oct 03, 2025, 04:20 PM EDT
FFIN Delta Exposure By Expiry
The total Delta Exposure (DEX) for FFIN across all expirations shows -244.8 net shares that market makers must hedge, with 2,354.73 from calls and 2,599.53 from puts. The put-call delta ratio of 1.10 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
FFIN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 2,131.53 | -2,599.53 | -468 | 1.22 |
| Nov 21, 25 | 216.22 | 0 | 216.22 | 0.00 |
| Jan 16, 26 | 6.98 | 0 | 6.98 | 0.00 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |