Hanover Insurance Group I... (THG)
NYSE: THG
· Real-Time Price · USD
183.75
1.63 (0.90%)
At close: Oct 03, 2025, 3:59 PM
183.75
0.00%
After-hours: Oct 03, 2025, 06:17 PM EDT
THG Delta Exposure By Expiry
The total Delta Exposure (DEX) for THG across all expirations shows -7,434.36 net shares that market makers must hedge, with 16,419.83 from calls and 23,854.19 from puts. The put-call delta ratio of 1.45 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
THG DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 9,333.28 | -22,725.85 | -13,392.57 | 2.43 |
| Nov 21, 25 | 4,522.78 | -1,128.34 | 3,394.44 | 0.25 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 256 | 0 | 256 | 0.00 |
| Feb 20, 26 | 2,135.67 | 0 | 2,135.67 | 0.00 |
| May 15, 26 | 172.1 | 0 | 172.1 | 0.00 |