LCNB Corp. (LCNB)
LCNB Daily Delta Exposure
LCNB's current Delta Exposure (DEX) is 123.87 shares, which is 146% larger than the 3M average of 50.28 shares. During this period, DEX ranged from 14.310000000000002 on Aug 11, 2025 to 123.87 on Aug 12, 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 0.06 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 12, 2025 | 132.02 | -8.15 | 123.87 | 0.06 |
| Aug 11, 2025 | 22.92 | -8.61 | 14.31 | 0.38 |
| Jun 26, 2025 | 36.32 | 0 | 36.32 | 0.00 |
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