Frontline Ltd. (FRO)
FRO Daily Delta Exposure
FRO's current Delta Exposure (DEX) is 295.92K shares, which is 166% larger than the 3M average of 111.27K shares. During this period, DEX ranged from 38.67K on Jun 30, 2025 to 295.92K 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 0.15 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 22, 2025 | 346,124.5 | -50,209.22 | 295,915.28 | 0.15 |
| Aug 21, 2025 | 314,433.37 | -50,926.29 | 263,507.08 | 0.16 |
| Aug 20, 2025 | 232,836.47 | -57,479.03 | 175,357.44 | 0.25 |
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