Granite Construction (GVA)
GVA Daily Delta Exposure
GVA's current Delta Exposure (DEX) is 120.01K shares, which is 241% larger than the 3M average of 35.21K shares. During this period, DEX ranged from 13.62K on May 16, 2025 to 122.58K on Aug 13, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.02 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 | 122,398.05 | -2,391.11 | 120,006.94 | 0.02 |
| Aug 13, 2025 | 124,708.94 | -2,128.61 | 122,580.33 | 0.02 |
| Aug 12, 2025 | 99,275.09 | -1,995.88 | 97,279.21 | 0.02 |
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