Sovos Brands Inc. (SOVO)
SOVO Daily Delta Exposure
SOVO's current Delta Exposure (DEX) is -188.18000000000006 shares, which is Infinity% larger than the 3M average of 0 shares. During this period, DEX ranged from 0 on n/a to 0 on n/a, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.16 reflects balanced options positioning. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Mar 6, 2024 | 1,159.52 | -1,347.7 | -188.18 | 1.16 |
| Mar 5, 2024 | 1,325.88 | -1,182.28 | 143.6 | 0.89 |
| Mar 4, 2024 | 1,042.37 | -1,616.65 | -574.28 | 1.55 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.