Exelon Corporation (EXC)
EXC Daily Delta Exposure
EXC's current Delta Exposure (DEX) is 606.9K shares, which is 55% larger than the 3M average of 392.44K shares. During this period, DEX ranged from 171.8K on Jun 9, 2025 to 855.88K on Aug 7, 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 0.28 shows bullish call positioning but leaves the market vulnerable to pullbacks. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 13, 2025 | 841,182.83 | -234,283.15 | 606,899.68 | 0.28 |
| Aug 12, 2025 | 784,202.32 | -226,757.15 | 557,445.17 | 0.29 |
| Aug 11, 2025 | 849,701.85 | -214,233.32 | 635,468.53 | 0.25 |
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