Frontier Group Inc. (ULCC)
ULCC Daily Delta Exposure
ULCC's current Delta Exposure (DEX) is 39.89K shares, which is 176% larger than the 3M average of 14.44K shares. During this period, DEX ranged from 4.01K on Aug 11, 2025 to 45.19K on Aug 18, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.20 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 19, 2025 | 49,814.78 | -9,929.2 | 39,885.58 | 0.20 |
| Aug 18, 2025 | 54,552.91 | -9,358.46 | 45,194.45 | 0.17 |
| Aug 15, 2025 | 46,617.96 | -11,081.3 | 35,536.66 | 0.24 |
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