Canadian Natural Resource... (CNQ)
CNQ Daily Delta Exposure
CNQ's current Delta Exposure (DEX) is -81.93K shares, which is 78% smaller than the 3M average of 373.63K shares. During this period, DEX ranged from -81.93K on Aug 14, 2025 to 920.08K on Jun 17, 2025, swinging between net long and short dealer positioning. Delta exposure has been decreasing recently, reducing dealer buying pressure that supported recent moves. The current put-call delta ratio of 1.09 reflects balanced options positioning. 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 | 865,076.01 | -947,008.41 | -81,932.4 | 1.09 |
| Aug 13, 2025 | 926,669.92 | -893,514.18 | 33,155.74 | 0.96 |
| Aug 12, 2025 | 913,936.54 | -904,027.56 | 9,908.98 | 0.99 |
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