Net delta exposure for AutoNation Inc (AN) options was $14.44M per 1% move at the Nov 11, 2026 close. It has been positive on 9 of the last 20 trading days. Four weeks earlier, on Oct 14, 2026, it was -$16.62M.
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Delta Exposure by Strike
Showing results for AN, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for AN, 2026-11-20(m), calls & puts
| Net DEX ($ per 1% move) | $1.27M |
|---|---|
| Call DEX ($ per 1% move) | $7.2M |
| Put DEX ($ per 1% move) | -$5.93M |
| Call Wall | |
| Put Wall |
Net Delta Exposure by Expiration
Showing results for AN, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
|---|---|---|---|---|---|
| Nov 20, 2026 8 DTE monthly | $1.27M | $7.2M | -$5.93M |
AN 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 AN delta exposure positive or negative?
AutoNation net delta exposure was positive on Nov 11, 2026, at $14.44M. It has been positive on 9 of the last 20 trading days.
How has AN delta exposure changed recently?
AutoNation net delta exposure went from -$16.62M on Oct 14, 2026 to $14.44M on Nov 11, 2026. See the AN delta exposure history for a longer view.
What is AutoNation Inc?
AutoNation is the second-largest automotive dealer in the United States, with 2025 revenue of $27.6 billion and over 245 dealerships, plus 52 collision centers.