Montrose Environmental Gr...

NYSE: MEG · Real-Time Price · USD
27.81
-0.27 (-0.96%)
At close: Aug 15, 2025, 2:10 PM

MEG Delta Exposure By Expiry

The total Delta Exposure (DEX) for MEG across all expirations shows 94,922.16 net shares that market makers must hedge, with 97,245.87 from calls and 2,323.71 from puts. The put-call delta ratio of 0.02 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 16, 26 with 79,363.48 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.

MEG DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 6,587.03 -162.76 6,424.27 0.02
Oct 17, 25 9,230.59 -96.18 9,134.41 0.01
Jan 16, 26 81,428.25 -2,064.77 79,363.48 0.03
Apr 17, 26 0 0 0 n/a