Investcorp Credit Managem... (ICMB)
ICMB Daily Delta Exposure
ICMB's current Delta Exposure (DEX) is 72.35000000000001 shares, which is 91% larger than the 3M average of 37.93625 shares. During this period, DEX ranged from 5.369999999999999 on Jun 17, 2025 to 72.35000000000001 on Aug 5, 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 0.13 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 5, 2025 | 83.01 | -10.66 | 72.35 | 0.13 |
| Jul 29, 2025 | 75.62 | -9.98 | 65.64 | 0.13 |
| Jul 28, 2025 | 72.97 | -9.6 | 63.37 | 0.13 |
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