Cullen/Frost Bankers Inc. (CFR)
CFR Daily Delta Exposure
CFR's current Delta Exposure (DEX) is 4.22K shares, which is 51% smaller than the 3M average of 8.54K shares. During this period, DEX ranged from 596.1700000000005 on Jun 18, 2025 to 25.35K on Jul 18, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been decreasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 0.64 shows bullish call positioning but leaves the market vulnerable to pullbacks. Relatively low DEX indicates reduced hedging flows and potential for increased volatility.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 11,613.71 | -7,394.1 | 4,219.61 | 0.64 |
| Aug 13, 2025 | 12,562.9 | -7,719.3 | 4,843.6 | 0.61 |
| Aug 11, 2025 | 9,920.51 | -8,920.04 | 1,000.47 | 0.90 |
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