Wendy's (WEN)
WEN Daily Delta Exposure
WEN's current Delta Exposure (DEX) is 15.27K shares, which is 68% smaller than the 3M average of -48.22K shares. During this period, DEX ranged from -117.87K on Aug 4, 2025 to 15.27K on Aug 22, 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 0.94 reflects balanced options positioning. 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 | 255,252.03 | -239,983.47 | 15,268.56 | 0.94 |
| Aug 21, 2025 | 224,586.2 | -259,545.69 | -34,959.49 | 1.16 |
| Aug 20, 2025 | 214,039.51 | -263,431.04 | -49,391.53 | 1.23 |
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