Hanover Insurance Group I... (THG)
NYSE: THG
· Real-Time Price · USD
177.62
-3.72 (-2.05%)
At close: Sep 05, 2025, 3:59 PM
177.62
0.00%
After-hours: Sep 05, 2025, 06:10 PM EDT
THG Delta Exposure By Expiry
The total Delta Exposure (DEX) for THG across all expirations shows 6,005.95 net shares that market makers must hedge, with 6,906.41 from calls and 900.46 from puts. The put-call delta ratio of 0.13 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
THG DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 456.84 | 0 | 456.84 | 0.00 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 5,034.18 | -900.46 | 4,133.72 | 0.18 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 256 | 0 | 256 | 0.00 |
| Feb 20, 26 | 1,159.39 | 0 | 1,159.39 | 0.00 |