Net delta exposure for Chubb Limited (CB) options was $439.21M 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 12 weeks.
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Delta Exposure by Strike
Showing results for CB, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for CB, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for CB, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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CB 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 CB delta exposure positive or negative?
Chubb net delta exposure was positive on Nov 4, 2026, at $439.21M. It has been positive on 20 of the last 20 trading days.
How has CB delta exposure changed recently?
Chubb net delta exposure went from $87.41M on Oct 7, 2026 to $439.21M on Nov 4, 2026. See the CB delta exposure history for a longer view.
What is Chubb Limited?
ACE acquired Chubb in 2016 and assumed the Chubb name.