Range Resources Corporati...

NYSE: RRC · Real-Time Price · USD
34.24
-0.14 (-0.41%)
At close: Aug 14, 2025, 3:59 PM
34.57
0.96%
Pre-market: Aug 15, 2025, 08:22 AM EDT

RRC Delta Exposure By Expiry

The total Delta Exposure (DEX) for RRC across all expirations shows 175,111.74 net shares that market makers must hedge, with 658,629.71 from calls and 483,517.97 from puts. The put-call delta ratio of 0.73 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 134,530.57 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries negative delta forcing market makers to buy shares, potentially providing support.

RRC DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 77,326.85 -84,971.06 -7,644.21 1.10
Oct 17, 25 0 0 0 n/a
Dec 19, 25 408,242.14 -273,711.57 134,530.57 0.67
Jan 16, 26 167,726.79 -122,920.76 44,806.03 0.73
Mar 20, 26 5,333.93 -1,914.58 3,419.35 0.36