Rogers Communications Inc... (RCI)
RCI Daily Delta Exposure
RCI's current Delta Exposure (DEX) is 117.14K shares, which is 86% larger than the 3M average of 63.01K shares. During this period, DEX ranged from 26.44K on May 22, 2025 to 117.14K on Aug 14, 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 0.03 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 14, 2025 | 121,298.78 | -4,156.61 | 117,142.17 | 0.03 |
| Aug 13, 2025 | 111,487.02 | -4,673.12 | 106,813.9 | 0.04 |
| Aug 12, 2025 | 100,837.96 | -4,827.6 | 96,010.36 | 0.05 |
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