Nomad Foods Limited (NOMD)
NOMD Daily Delta Exposure
NOMD's current Delta Exposure (DEX) is -2.03K shares, which is 5% larger than the 3M average of 1.93K shares. During this period, DEX ranged from -4.98K on Aug 6, 2025 to 4.11K on Jul 23, 2025, swinging between net long and short dealer positioning. Delta exposure has been decreasing recently, reducing dealer buying pressure that supported recent moves. The current put-call delta ratio of 1.72 signals heavy put positioning that could accelerate downside moves. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Aug 14, 2025 | 2,808.37 | -4,840.62 | -2,032.25 | 1.72 |
Aug 11, 2025 | 2,590.62 | -5,510.33 | -2,919.71 | 2.13 |
Aug 8, 2025 | 3,845.03 | -2,760.41 | 1,084.62 | 0.72 |
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