ALSN Delta Exposure (DEX)

Net delta exposure for Allison Transmission Holdings Inc (ALSN) options was $8.92M per 1% move at the Nov 4, 2026 close. It has been positive on 20 of the last 20 trading days. That is its highest reading in 8 weeks.

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Delta Exposure by Strike

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

       

Delta Exposure Stats

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



Net Delta Exposure by Expiration

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

       
Expiration Net DEX Call DEX Put DEX Call Wall Put Wall

ALSN 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 ALSN delta exposure positive or negative?

Allison Transmission net delta exposure was positive on Nov 4, 2026, at $8.92M. It has been positive on 20 of the last 20 trading days.

How has ALSN delta exposure changed recently?

Allison Transmission net delta exposure went from $406.3K on Oct 7, 2026 to $8.92M on Nov 4, 2026. See the ALSN delta exposure history for a longer view.

What is Allison Transmission Holdings Inc?

Allison Transmission is the largest manufacturer of fully automatic transmissions for medium- and heavy-duty commercial vehicles.

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