Diageo (DEO)
DEO Daily Delta Exposure
DEO's current Delta Exposure (DEX) is 385.28K shares, which is 434% larger than the 3M average of -72.13K shares. During this period, DEX ranged from -415.51K on Jul 31, 2025 to 413.72K on Aug 12, 2025, swinging between net long and short dealer positioning. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.39 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 14, 2025 | 630,230.23 | -244,953.86 | 385,276.37 | 0.39 |
| Aug 13, 2025 | 616,935.24 | -238,185.68 | 378,749.56 | 0.39 |
| Aug 12, 2025 | 639,022.53 | -225,305.34 | 413,717.19 | 0.35 |
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