Levi Strauss & Co. (LEVI)
LEVI Daily Delta Exposure
LEVI's current Delta Exposure (DEX) is 205.82K shares, which is 102% larger than the 3M average of 101.84K shares. During this period, DEX ranged from 860.6100000000006 on Jun 4, 2025 to 303.45K on Jul 11, 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 0.39 shows bullish call positioning but leaves the market vulnerable to pullbacks. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 336,462.63 | -130,640.99 | 205,821.64 | 0.39 |
| Aug 13, 2025 | 351,381.67 | -115,598.03 | 235,783.64 | 0.33 |
| Aug 12, 2025 | 323,883.83 | -134,328.86 | 189,554.97 | 0.41 |
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