(SCJ)
SCJ Daily Delta Exposure
SCJ's current Delta Exposure (DEX) is 663.13 shares, which is 15% smaller than the 3M average of 780.6266666666667 shares. During this period, DEX ranged from 663.13 on Aug 7, 2025 to 914.88 on Jun 6, 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 0.25 shows bullish call positioning but leaves the market vulnerable to pullbacks. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 7, 2025 | 890.09 | -226.96 | 663.13 | 0.25 |
| Aug 4, 2025 | 921.88 | -158.01 | 763.87 | 0.17 |
| Jun 6, 2025 | 944.68 | -29.8 | 914.88 | 0.03 |
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