Westamerica Bancorporatio... (WABC)
WABC Daily Delta Exposure
WABC's current Delta Exposure (DEX) is 53.26K shares, which is 15% smaller than the 3M average of 62.69K shares. During this period, DEX ranged from 1.25K on May 19, 2025 to 86.87K on Jul 14, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.12 shows bullish call positioning but leaves the market vulnerable to pullbacks. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 6, 2025 | 60,290.34 | -7,029.61 | 53,260.73 | 0.12 |
| Jul 30, 2025 | 68,214.42 | -6,100.06 | 62,114.36 | 0.09 |
| Jul 23, 2025 | 78,972.44 | -5,061.65 | 73,910.79 | 0.06 |
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