Shell (SHEL)
SHEL Daily Delta Exposure
SHEL's current Delta Exposure (DEX) is 3.43M shares, which is 56% larger than the 3M average of 2.2M shares. During this period, DEX ranged from 490.4K on May 16, 2025 to 3.76M on Jul 29, 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 0.28 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 14, 2025 | 4,769,802.01 | -1,336,945.1 | 3,432,856.91 | 0.28 |
| Aug 13, 2025 | 4,847,002.93 | -1,310,986.17 | 3,536,016.76 | 0.27 |
| Aug 12, 2025 | 4,822,231.62 | -1,301,887.82 | 3,520,343.8 | 0.27 |
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