Markel Corporation

NYSE: MKL · Real-Time Price · USD
1939.80
-14.35 (-0.73%)
At close: Aug 15, 2025, 2:31 PM

MKL Daily Delta Exposure

MKL's current Delta Exposure (DEX) is 172.65K shares, which is 11% larger than the 3M average of 155.71K shares. During this period, DEX ranged from 32.87K on May 23, 2025 to 343.33K on Jul 29, 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 0.39 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 283,563.21 -110,914.26 172,648.95 0.39
Aug 13, 2025 288,422.51 -99,049.26 189,373.25 0.34
Aug 12, 2025 233,233.43 -123,507.55 109,725.88 0.53

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