Direxion Daily CSI China ... (CWEB)
CWEB Daily Delta Exposure
CWEB's current Delta Exposure (DEX) is 717.69K shares, which is 127% larger than the 3M average of 316.78K shares. During this period, DEX ranged from 3.97K on May 30, 2025 to 848.25K on Aug 22, 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 0.10 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 28, 2025 | 793,790.83 | -76,100.47 | 717,690.36 | 0.10 |
| Aug 27, 2025 | 793,920.62 | -64,083.68 | 729,836.94 | 0.08 |
| Aug 26, 2025 | 902,475.7 | -62,921.5 | 839,554.2 | 0.07 |
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