Everest Re Group Ltd. (EG)
EG Daily Delta Exposure
EG's current Delta Exposure (DEX) is 475.46K shares, which is 267% larger than the 3M average of 129.48K shares. During this period, DEX ranged from -9.19K on Jun 9, 2025 to 585.89K on Aug 21, 2025, swinging between net long and short dealer positioning. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.26 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 27, 2025 | 644,875.25 | -169,419.25 | 475,456 | 0.26 |
| Aug 26, 2025 | 605,513.99 | -203,951.01 | 401,562.98 | 0.34 |
| Aug 25, 2025 | 647,381.54 | -154,183.26 | 493,198.28 | 0.24 |
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