Zura Bio Limited (ZURA)
ZURA Daily Delta Exposure
ZURA's current Delta Exposure (DEX) is 172.46 shares, which is 62% larger than the 3M average of 106.63799999999999 shares. During this period, DEX ranged from 19.16 on Jun 13, 2025 to 227.84 on Jul 24, 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. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 11, 2025 | 174.37 | -1.91 | 172.46 | 0.01 |
| Jul 24, 2025 | 234.73 | -6.89 | 227.84 | 0.03 |
| Jul 21, 2025 | 218.9 | -7.9 | 211 | 0.04 |
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