monday.com Ltd. (MNDY)
MNDY Daily Delta Exposure
MNDY's current Delta Exposure (DEX) is 247.65K shares, which is 52% smaller than the 3M average of 513.55K shares. During this period, DEX ranged from -885.04K on Aug 11, 2025 to 1.05M on Jun 30, 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 0.84 reflects balanced options positioning. Relatively low DEX indicates reduced hedging flows and potential for increased volatility.
DEX History
Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Aug 28, 2025 | 1,534,515.33 | -1,286,868.71 | 247,646.62 | 0.84 |
Aug 27, 2025 | 1,268,066.47 | -1,408,838.16 | -140,771.69 | 1.11 |
Aug 26, 2025 | 1,066,948.51 | -1,496,212.76 | -429,264.25 | 1.40 |
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