Mersana Therapeutics Inc. (MRSN)
MRSN Daily Delta Exposure
MRSN's current Delta Exposure (DEX) is 26.7K shares, which is 6% larger than the 3M average of 25.21K shares. During this period, DEX ranged from 18.2K on May 21, 2025 to 32.08K on Jul 22, 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 0.05 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 |
|---|---|---|---|---|
| Jul 25, 2025 | 27,989.84 | -1,290.97 | 26,698.87 | 0.05 |
| Jul 24, 2025 | 29,699.06 | -1,375.36 | 28,323.7 | 0.05 |
| Jul 23, 2025 | 32,785.5 | -1,243.51 | 31,541.99 | 0.04 |
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