Mid Penn Bancorp Inc. (MPB)
MPB Daily Delta Exposure
MPB's current Delta Exposure (DEX) is 539.56 shares, which is 74% larger than the 3M average of 309.94375 shares. During this period, DEX ranged from 138.99 on May 20, 2025 to 540.49 on Jul 31, 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 0.13 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 14, 2025 | 619.64 | -80.08 | 539.56 | 0.13 |
| Aug 13, 2025 | 509.04 | -75.89 | 433.15 | 0.15 |
| Aug 11, 2025 | 412.37 | -92.15 | 320.22 | 0.22 |
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