Net delta exposure for Citigroup Inc (C) options was $1.15B 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 $1.33B.
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Delta Exposure by Strike
Showing results for C, 2026-11-06(w), calls & puts
Delta Exposure Stats
Showing results for C, 2026-11-06(w), calls & puts
Net Delta Exposure by Expiration
Showing results for C, 2026-11-06(w), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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C 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 C delta exposure positive or negative?
Citigroup net delta exposure was positive on Nov 4, 2026, at $1.15B. It has been positive on 20 of the last 20 trading days.
How has C delta exposure changed recently?
Citigroup net delta exposure went from $1.33B on Oct 7, 2026 to $1.15B on Nov 4, 2026. See the C delta exposure history for a longer view.
What is Citigroup Inc?
Citigroup is a global financial powerhouse that orchestrates the movement of over $6 trillion in daily transaction volume, serving as the essential connective tissue for the world's most complex multinational corporations.