Jazz Pharmaceuticals (JAZZ)
NASDAQ: JAZZ
· Real-Time Price · USD
139.48
2.27 (1.65%)
At close: Oct 03, 2025, 3:59 PM
139.48
0.00%
After-hours: Oct 03, 2025, 04:38 PM EDT
JAZZ Delta Exposure By Expiry
The total Delta Exposure (DEX) for JAZZ across all expirations shows 685,106.42 net shares that market makers must hedge, with 738,759.41 from calls and 53,652.99 from puts. The put-call delta ratio of 0.07 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
JAZZ DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 237,686.77 | -17,652.44 | 220,034.33 | 0.07 |
| Nov 21, 25 | 4,290 | -841.83 | 3,448.17 | 0.20 |
| Dec 19, 25 | 288,257.33 | -14,331.5 | 273,925.83 | 0.05 |
| Jan 16, 26 | 102,477.39 | -6,103.51 | 96,373.88 | 0.06 |
| Mar 20, 26 | 64,223.54 | -13,444.21 | 50,779.33 | 0.21 |
| May 15, 26 | 41,824.38 | -1,279.5 | 40,544.88 | 0.03 |