W. R. Berkley Corporation (WRB)
NYSE: WRB
· Real-Time Price · USD
72.32
-0.09 (-0.12%)
At close: Sep 09, 2025, 1:14 PM
WRB Delta Exposure By Expiry
The total Delta Exposure (DEX) for WRB across all expirations shows 112,654.36 net shares that market makers must hedge, with 128,005.44 from calls and 15,351.08 from puts. The put-call delta ratio of 0.12 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
WRB DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 52,900.06 | -2,843.98 | 50,056.08 | 0.05 |
| Oct 17, 25 | 31,098.92 | -5,738.01 | 25,360.91 | 0.18 |
| Jan 16, 26 | 40,496.51 | -6,350.78 | 34,145.73 | 0.16 |
| Apr 17, 26 | 3,509.95 | -418.31 | 3,091.64 | 0.12 |
| Jan 1, 38 | 0 | 0 | 0 | n/a |