OneSpaWorld Limited (OSW)
OSW Daily Delta Exposure
OSW's current Delta Exposure (DEX) is 510.8399999999999 shares, which is 17% larger than the 3M average of 437.1613333333333 shares. During this period, DEX ranged from 114.26000000000002 on Jun 10, 2025 to 569.19 on Jul 28, 2025, with dealers maintaining net short exposure requiring continuous hedging. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 0.17 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 19, 2025 | 615.31 | -104.47 | 510.84 | 0.17 |
| Aug 18, 2025 | 636.25 | -95.96 | 540.29 | 0.15 |
| Aug 15, 2025 | 579.7 | -105 | 474.7 | 0.18 |
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