Net delta exposure for Bank of Montreal (BMO) options was $34.56M per 1% move at the Nov 4, 2026 close. It has been positive on 8 of the last 20 trading days. That is its highest reading in 4 weeks.
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Delta Exposure by Strike
Showing results for BMO, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for BMO, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for BMO, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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BMO 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 BMO delta exposure positive or negative?
Bank of Montreal net delta exposure was positive on Nov 4, 2026, at $34.56M. It has been positive on 8 of the last 20 trading days.
How has BMO delta exposure changed recently?
Bank of Montreal net delta exposure went from -$40.82M on Oct 7, 2026 to $34.56M on Nov 4, 2026. See the BMO delta exposure history for a longer view.
What is Bank of Montreal?
Bank of Montreal is a diversified financial services provider based in North America with over CAD 1.5 trillion in assets by the end of July 2026.