Sprouts Farmers Market In... (SFM)
SFM Daily Delta Exposure
SFM's current Delta Exposure (DEX) is -13.9K shares, which is 95% smaller than the 3M average of 269.93K shares. During this period, DEX ranged from -59.21K on Aug 14, 2025 to 511.91K on Jun 23, 2025, swinging between net long and short dealer positioning. Delta exposure has been decreasing recently, reducing dealer buying pressure that supported recent moves. The current put-call delta ratio of 1.03 reflects balanced options positioning. Relatively low DEX indicates reduced hedging flows and potential for increased volatility.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 18, 2025 | 435,586.18 | -449,484.04 | -13,897.86 | 1.03 |
| Aug 15, 2025 | 457,427.37 | -435,586.26 | 21,841.11 | 0.95 |
| Aug 14, 2025 | 408,076.06 | -467,284.14 | -59,208.08 | 1.15 |
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