(ITM)
ITM Daily Delta Exposure
ITM's current Delta Exposure (DEX) is 1.69K shares, which is 64% larger than the 3M average of 1.03K shares. During this period, DEX ranged from 53.8 on Jun 9, 2025 to 1.85K 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 0.01 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 | 1,700.81 | -10.69 | 1,690.12 | 0.01 |
| Aug 26, 2025 | 1,375.93 | -10.94 | 1,364.99 | 0.01 |
| Aug 22, 2025 | 1,869.49 | -19.15 | 1,850.34 | 0.01 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.