AEP Delta Exposure (DEX)

Net delta exposure for American Electric Power Company Inc (AEP) options was $170.56M per 1% move at the Nov 4, 2026 close. It has been positive on 20 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was $67.58M.

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Delta Exposure by Strike

Showing results for AEP, 2026-11-20(m), calls & puts

       

Delta Exposure Stats

Showing results for AEP, 2026-11-20(m), calls & puts



Net Delta Exposure by Expiration

Showing results for AEP, 2026-11-20(m), calls & puts. View all expiries

       
Expiration Net DEX Call DEX Put DEX Call Wall Put Wall

AEP Delta Exposure FAQ

What is delta exposure (DEX)?

Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.

Is AEP delta exposure positive or negative?

American Electric Power net delta exposure was positive on Nov 4, 2026, at $170.56M. It has been positive on 20 of the last 20 trading days.

How has AEP delta exposure changed recently?

American Electric Power net delta exposure went from $67.58M on Oct 7, 2026 to $170.56M on Nov 4, 2026. See the AEP delta exposure history for a longer view.

What is American Electric Power Company Inc?

American Electric Power is one of the largest regulated utilities in the United States, providing electricity generation, transmission, and distribution to more than 5 million customers in 11 states.

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