(PEZ)
PEZ Daily Delta Exposure
PEZ's current Delta Exposure (DEX) is 657.7099999999999 shares, which is 30% larger than the 3M average of 505.36000000000007 shares. During this period, DEX ranged from 407.4000000000001 on Jun 30, 2025 to 657.7099999999999 on Aug 19, 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 0.28 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 19, 2025 | 915.43 | -257.72 | 657.71 | 0.28 |
| Aug 18, 2025 | 908.22 | -265.13 | 643.09 | 0.29 |
| Aug 11, 2025 | 705.26 | -266.17 | 439.09 | 0.38 |
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