Haleon (HLN)
HLN Daily Delta Exposure
HLN's current Delta Exposure (DEX) is 5.64K shares, which is 63% smaller than the 3M average of 15.44K shares. During this period, DEX ranged from 3.78K on Aug 6, 2025 to 36.24K on Jun 6, 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 0.22 shows bullish call positioning but leaves the market vulnerable to pullbacks. Relatively low DEX indicates reduced hedging flows and potential for increased volatility.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 7,201.27 | -1,557.62 | 5,643.65 | 0.22 |
| Aug 13, 2025 | 7,223.68 | -1,479.52 | 5,744.16 | 0.20 |
| Aug 12, 2025 | 6,062.91 | -1,892.86 | 4,170.05 | 0.31 |
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