McGrath RentCorp (MGRC)
MGRC Daily Delta Exposure
MGRC's current Delta Exposure (DEX) is -5.3700000000000045 shares, which is 83% smaller than the 3M average of -30.925000000000004 shares. During this period, DEX ranged from -56.480000000000004 on Jun 25, 2025 to -5.3700000000000045 on Jul 24, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 1.02 reflects balanced options positioning. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Jul 24, 2025 | 214.99 | -220.36 | -5.37 | 1.02 |
Jun 25, 2025 | 104.27 | -160.75 | -56.48 | 1.54 |
Apr 15, 2025 | 0 | -28.67 | -28.67 | n/a |
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