Allegion (ALLE)
ALLE Daily Delta Exposure
ALLE's current Delta Exposure (DEX) is 234.47K shares, which is 339% larger than the 3M average of 53.44K shares. During this period, DEX ranged from 4.39K on Jun 16, 2025 to 234.47K on Aug 14, 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 0.02 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 14, 2025 | 239,540.75 | -5,066.03 | 234,474.72 | 0.02 |
| Aug 13, 2025 | 140,179.65 | -7,245.31 | 132,934.34 | 0.05 |
| Aug 12, 2025 | 126,143.98 | -6,422.26 | 119,721.72 | 0.05 |
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