Neogen Corporation (NEOG)
NEOG Daily Delta Exposure
NEOG's current Delta Exposure (DEX) is -20.31K shares, which is 52% larger than the 3M average of -13.38K shares. During this period, DEX ranged from -26.31K on Aug 7, 2025 to -3.05K on Jun 12, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 4.08 signals heavy put positioning that could accelerate downside moves. 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 19, 2025 | 6,588.49 | -26,897.02 | -20,308.53 | 4.08 |
| Aug 18, 2025 | 6,822.63 | -22,072.02 | -15,249.39 | 3.24 |
| Aug 15, 2025 | 6,570.51 | -23,030.27 | -16,459.76 | 3.51 |
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