(DFAR)
DFAR Daily Delta Exposure
DFAR's current Delta Exposure (DEX) is 78.88 shares, which is 11% larger than the 3M average of 70.93799999999999 shares. During this period, DEX ranged from 24.56 on Jul 21, 2025 to 89.28999999999999 on Aug 15, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 0.43 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 29, 2025 | 137.63 | -58.75 | 78.88 | 0.43 |
| Aug 26, 2025 | 148.7 | -61.62 | 87.08 | 0.41 |
| Aug 15, 2025 | 113.99 | -24.7 | 89.29 | 0.22 |
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