First Merchants Corporati... (FRME)
FRME Daily Delta Exposure
FRME's current Delta Exposure (DEX) is -2.1K shares, which is 11% smaller than the 3M average of -2.36K shares. During this period, DEX ranged from -2.83K on Jun 26, 2025 to -2.1K on Jul 22, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 4.20 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 |
|---|---|---|---|---|
| Jul 22, 2025 | 654.75 | -2,751.25 | -2,096.5 | 4.20 |
| Jul 21, 2025 | 514.95 | -2,850.7 | -2,335.75 | 5.54 |
| Jul 10, 2025 | 542.98 | -2,715.51 | -2,172.53 | 5.00 |
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