Groupon Inc. (GRPN)
NASDAQ: GRPN
· Real-Time Price · USD
26.25
0.00 (0.00%)
At close: Aug 27, 2025, 3:59 PM
26.24
-0.04%
Pre-market: Aug 28, 2025, 08:08 AM EDT
GRPN Delta Exposure By Expiry
The total Delta Exposure (DEX) for GRPN across all expirations shows 427,169.08 net shares that market makers must hedge, with 728,955.32 from calls and 301,786.24 from puts. The put-call delta ratio of 0.41 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 232,617.9 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Aug 29, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
GRPN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 29, 25 | 6,020.6 | -21,242.27 | -15,221.67 | 3.53 |
| Sep 5, 25 | 2,765.35 | -35,092.41 | -32,327.06 | 12.69 |
| Sep 12, 25 | 2,546.71 | -3,833.31 | -1,286.6 | 1.51 |
| Sep 19, 25 | 29,603.49 | -39,806.28 | -10,202.79 | 1.34 |
| Sep 26, 25 | 1,601.37 | -1,750.11 | -148.74 | 1.09 |
| Oct 3, 25 | 14.61 | -695.01 | -680.4 | 47.57 |
| Oct 17, 25 | 141,154.11 | -66,267.59 | 74,886.52 | 0.47 |
| Nov 21, 25 | 5,715.91 | -3,982.92 | 1,732.99 | 0.70 |
| Dec 19, 25 | 129,618.8 | -82,736.97 | 46,881.83 | 0.64 |
| Jan 16, 26 | 254,012.88 | -21,394.98 | 232,617.9 | 0.08 |
| Feb 20, 26 | 12,914.49 | -8,201.1 | 4,713.39 | 0.64 |
| Mar 20, 26 | 14,163.02 | -10,719.47 | 3,443.55 | 0.76 |
| Apr 17, 26 | 28.78 | -249.22 | -220.44 | 8.66 |
| Jan 15, 27 | 128,795.2 | -5,814.6 | 122,980.6 | 0.05 |