Old Dominion Freight Line... (ODFL)
NASDAQ: ODFL
· Real-Time Price · USD
154.31
3.85 (2.56%)
At close: Aug 19, 2025, 1:48 PM
ODFL Delta Exposure By Expiry
The total Delta Exposure (DEX) for ODFL across all expirations shows 185,304.33 net shares that market makers must hedge, with 406,294.5 from calls and 220,990.17 from puts. The put-call delta ratio of 0.54 suggests neutral market maker positioning. The largest delta concentration at Oct 17, 25 with 93,420.01 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.
ODFL DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 61,568.08 | -20,360.84 | 41,207.24 | 0.33 |
| Oct 17, 25 | 193,377.24 | -99,957.23 | 93,420.01 | 0.52 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 143,280.63 | -91,596.27 | 51,684.36 | 0.64 |
| Apr 17, 26 | 19.23 | -19.5 | -0.27 | 1.01 |
| Oct 16, 26 | 8,049.32 | -9,056.33 | -1,007.01 | 1.13 |