Net delta exposure for Lamb Weston Holdings Inc (LW) options was $45.18M per 1% move at the Nov 5, 2026 close. It has been positive on 20 of the last 20 trading days. Four weeks earlier, on Oct 8, 2026, it was $32.72M.
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Delta Exposure by Strike
Showing results for LW, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for LW, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for LW, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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LW 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 LW delta exposure positive or negative?
Lamb Weston net delta exposure was positive on Nov 5, 2026, at $45.18M. It has been positive on 20 of the last 20 trading days.
How has LW delta exposure changed recently?
Lamb Weston net delta exposure went from $32.72M on Oct 8, 2026 to $45.18M on Nov 5, 2026. See the LW delta exposure history for a longer view.
What is Lamb Weston Holdings Inc?
Lamb Weston is North America's largest and the world's second-largest producer of branded and private-label frozen potato products, both by volume and value.