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Jefferies Financial Group Inc JEF 47.85 -0.05 -0.1%

JEF Delta Exposure (DEX)

JEF (Jefferies Financial Group Inc): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.482
Put Call Ratio (OI)
2.02
Put Call Ratio (Vol)
2.39
IV Rank
41.6
IV Percentile
76.8
Max Pain
52.5

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-72.2
72.2
View values by strike
JEF · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
20.00 1.05 K -1.74 K
22.50 184 -370
25.00 2.76 K -771
27.50 1.05 K -16.3 K
30.00 6.05 K -7.01 K
32.50 2.55 K -5.47 K
35.00 13.4 K -8.82 K
37.50 1.71 K -7.58 K
40.00 23.8 K -15 K
42.50 16.5 K -44.3 K
45.00 3.44 K -25.6 K
47.50 6.01 K -109 K
50.00 20.9 K -42.5 K
52.50 6.98 K -72 K
55.00 30.9 K -226 K
57.50 10.1 K -251 K
60.00 9.41 K -12.1 K
62.50 8.87 K -9.09 K
65.00 14.8 K -18 K
67.50 12.6 K -153
70.00 13.4 K -1.3 K
72.50 6.73 K -85.9
75.00 4.29 K -2.53 K
77.50 2.05 K 0
80.00 1.95 K -1.04 K
82.50 94 0
85.00 694 0
87.50 5.08 0
90.00 2.88 K -99.2
95.00 1.81 K 0
100.00 502 0
105.00 4.99 0
115.00 77.2 0
120.00 243 0