Bank of Marin Bancorp

NASDAQ: BMRC · Real-Time Price · USD
22.75
-0.49 (-2.11%)
At close: Aug 15, 2025, 2:08 PM

BMRC Daily Delta Exposure

BMRC's current Delta Exposure (DEX) is 174.85999999999999 shares, which is 6% larger than the 3M average of 164.33499999999998 shares. During this period, DEX ranged from 153.81 on Jul 25, 2025 to 174.85999999999999 on Jul 28, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 0.27 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
Jul 28, 2025 238.7 -63.84 174.86 0.27
Jul 25, 2025 213.28 -59.47 153.81 0.28
Apr 3, 2025 36.49 0 36.49 0.00

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