NewMarket Corporation (NEU)
NEU Daily Delta Exposure
NEU's current Delta Exposure (DEX) is 502.7K shares, which is 40% larger than the 3M average of 358.89K shares. During this period, DEX ranged from 149.64K on Jun 17, 2025 to 542.02K on Sep 2, 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 0.17 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 |
|---|---|---|---|---|
| Sep 3, 2025 | 608,567.83 | -105,871.03 | 502,696.8 | 0.17 |
| Sep 2, 2025 | 637,283.2 | -95,261.07 | 542,022.13 | 0.15 |
| Aug 29, 2025 | 631,814.49 | -91,391.13 | 540,423.36 | 0.14 |
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