Crescent Energy

NYSE: CRGY · Real-Time Price · USD
9.65
0.09 (0.94%)
At close: Aug 14, 2025, 3:59 PM

CRGY Daily Delta Exposure

CRGY's current Delta Exposure (DEX) is 33.03K shares, which is 73% larger than the 3M average of 19.07K shares. During this period, DEX ranged from 6.63K on May 19, 2025 to 38.05K on Jul 29, 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 0.26 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 13, 2025 44,367.22 -11,340.44 33,026.78 0.26
Aug 12, 2025 38,765.38 -11,776.3 26,989.08 0.30
Aug 11, 2025 35,794.26 -12,617.88 23,176.38 0.35

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