Bank of Montreal (BMO)
BMO Daily Delta Exposure
BMO's current Delta Exposure (DEX) is 739.7K shares, which is 4% larger than the 3M average of 708.8K shares. During this period, DEX ranged from 438.42K on May 16, 2025 to 989.04K on Jul 23, 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 0.28 shows bullish call positioning but leaves the market vulnerable to pullbacks. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 1,029,848.02 | -290,151.63 | 739,696.39 | 0.28 |
| Aug 13, 2025 | 1,076,751.09 | -251,544.08 | 825,207.01 | 0.23 |
| Aug 12, 2025 | 964,798.8 | -191,004.5 | 773,794.3 | 0.20 |
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