Zura Bio Limited (ZURA)
ZURA Daily Delta Exposure
ZURA's current Delta Exposure (DEX) is 375.38 shares, which is 64% larger than the 3M average of 228.8853846153846 shares. During this period, DEX ranged from 19.16 on Jun 13, 2025 to 461.64 on Jul 24, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been decreasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 0.00 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 13, 2025 | 377.05 | -1.67 | 375.38 | 0.00 |
| Aug 11, 2025 | 309.33 | -1.91 | 307.42 | 0.01 |
| Aug 5, 2025 | 411.66 | -0.97 | 410.69 | 0.00 |
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