First Financial Bankshare... (FFIN)
FFIN Daily Delta Exposure
FFIN's current Delta Exposure (DEX) is -701.6300000000001 shares, which is 22% smaller than the 3M average of -896.1525 shares. During this period, DEX ranged from -1.35K on Jul 23, 2025 to -501.42999999999984 on Jul 21, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.31 signals heavy put positioning that could accelerate downside moves. 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 | 2,263.75 | -2,965.38 | -701.63 | 1.31 |
Jul 31, 2025 | 2,246.2 | -3,553.71 | -1,307.51 | 1.58 |
Jul 30, 2025 | 2,413.39 | -3,147.01 | -733.62 | 1.30 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.