Stantec Inc. (STN)
STN Daily Delta Exposure
STN's current Delta Exposure (DEX) is 19.91K shares, which is 13% larger than the 3M average of 17.67K shares. During this period, DEX ranged from 8.17K on May 16, 2025 to 23.87K on Jul 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 0.38 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 | 32,302.68 | -12,387.8 | 19,914.88 | 0.38 |
| Aug 13, 2025 | 27,220.34 | -4,304.45 | 22,915.89 | 0.16 |
| Aug 12, 2025 | 26,933.29 | -4,200.96 | 22,732.33 | 0.16 |
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