J&J Snack Foods Corp. (JJSF) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

J&J Snack Foods Corp.

NASDAQ: JJSF · Real-Time Price · USD
96.80
0.02 (0.02%)
At close: Oct 03, 2025, 3:59 PM
98.00
1.24%
After-hours: Oct 03, 2025, 04:46 PM EDT

JJSF Delta Exposure By Expiry

The total Delta Exposure (DEX) for JJSF across all expirations shows 21,040.72 net shares that market makers must hedge, with 37,147.58 from calls and 16,106.86 from puts. The put-call delta ratio of 0.43 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

JJSF DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 1,208.96 -994.6 214.36 0.82
Nov 21, 25 1,404.52 -12,627.78 -11,223.26 8.99
Jan 16, 26 0 0 0 n/a
Feb 20, 26 1,183.45 -463.33 720.12 0.39
Apr 17, 26 33,256.08 0 33,256.08 0.00
May 15, 26 94.57 -2,021.15 -1,926.58 21.37