CRA International Inc. (CRAI)
CRAI Daily Delta Exposure
CRAI's current Delta Exposure (DEX) is -3.36K shares, which is 11% smaller than the 3M average of -3.78K shares. During this period, DEX ranged from -6.37K on Aug 1, 2025 to -1.22K on May 28, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.69 signals heavy put positioning that could accelerate downside moves. 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 18, 2025 | 4,882.34 | -8,244.39 | -3,362.05 | 1.69 |
| Aug 14, 2025 | 4,666.3 | -8,389.1 | -3,722.8 | 1.80 |
| Aug 13, 2025 | 5,686.08 | -7,159.6 | -1,473.52 | 1.26 |
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