Mercury Systems Inc. (MRCY)
MRCY Daily Delta Exposure
MRCY's current Delta Exposure (DEX) is 78.04K shares, which is 328% larger than the 3M average of 18.24K shares. During this period, DEX ranged from -155.71000000000095 on May 16, 2025 to 119.84K on Aug 13, 2025, swinging between net long and short dealer positioning. 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 | 127,589.31 | -49,547.22 | 78,042.09 | 0.39 |
| Aug 13, 2025 | 140,656.71 | -20,814.78 | 119,841.93 | 0.15 |
| Aug 12, 2025 | 124,876.3 | -6,975.43 | 117,900.87 | 0.06 |
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