JEF Delta Exposure (DEX)

Net delta exposure for Jefferies Financial Group Inc (JEF) options was -$18.49M per 1% move at the Nov 4, 2026 close. It has been positive on 0 of the last 20 trading days. That is its highest reading in 4 weeks.

Upgrade to unlock Call Wall, Put Wall, and multiple expiration dates.

Upgrade now

Delta Exposure by Strike

Showing results for JEF, 2026-11-20(m), calls & puts

       

Delta Exposure Stats

Showing results for JEF, 2026-11-20(m), calls & puts



Net Delta Exposure by Expiration

Showing results for JEF, 2026-11-20(m), calls & puts. View all expiries

       
Expiration Net DEX Call DEX Put DEX Call Wall Put Wall

JEF Delta Exposure FAQ

What is delta exposure (DEX)?

Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.

Is JEF delta exposure positive or negative?

Jefferies Financial net delta exposure was negative on Nov 4, 2026, at -$18.49M. It has been positive on 0 of the last 20 trading days.

How has JEF delta exposure changed recently?

Jefferies Financial net delta exposure went from -$44.8M on Oct 7, 2026 to -$18.49M on Nov 4, 2026. See the JEF delta exposure history for a longer view.

What is Jefferies Financial Group Inc?

Jefferies Financial Group is a full-service investment banking and capital markets firm that was founded in 1962.

Give feedback on this chart