Net delta exposure for AngloGold Ashanti plc (AU) options was -$26.44M per 1% move at the Nov 4, 2026 close. It has been positive on 1 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was -$39.95M.
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Delta Exposure by Strike
Showing results for AU, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for AU, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for AU, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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AU 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 AU delta exposure positive or negative?
AngloGold Ashanti net delta exposure was negative on Nov 4, 2026, at -$26.44M. It has been positive on 1 of the last 20 trading days.
How has AU delta exposure changed recently?
AngloGold Ashanti net delta exposure went from -$39.95M on Oct 7, 2026 to -$26.44M on Nov 4, 2026. See the AU delta exposure history for a longer view.
What is AngloGold Ashanti plc?
Anglogold Ashanti PLC is an independent gold mining company.