Canadian Natural Resource... (CNQ)
CNQ Daily Delta Exposure
CNQ's current Delta Exposure (DEX) is -99.71K shares, which is 67% smaller than the 3M average of 304.23K shares. During this period, DEX ranged from -99.71K on Aug 18, 2025 to 826.28K on Jun 17, 2025, swinging between net long and short dealer positioning. Delta exposure has been decreasing recently, reducing dealer buying pressure that supported recent moves. The current put-call delta ratio of 1.13 reflects balanced options positioning. Relatively low DEX indicates reduced hedging flows and potential for increased volatility.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 18, 2025 | 781,417.51 | -881,124.98 | -99,707.47 | 1.13 |
| Aug 15, 2025 | 794,488.42 | -870,485.98 | -75,997.56 | 1.10 |
| Aug 14, 2025 | 800,716.24 | -893,816.68 | -93,100.44 | 1.12 |
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