Net delta exposure for Constellation Energy Corporation (CEG) options was -$855.22M per 1% move at the Nov 4, 2026 close. It has been positive on 4 of the last 20 trading days. That is its lowest reading in 12 weeks.
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Delta Exposure by Strike
Showing results for CEG, 2026-11-06(w), calls & puts
Delta Exposure Stats
Showing results for CEG, 2026-11-06(w), calls & puts
Net Delta Exposure by Expiration
Showing results for CEG, 2026-11-06(w), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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CEG 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 CEG delta exposure positive or negative?
Constellation Energy net delta exposure was negative on Nov 4, 2026, at -$855.22M. It has been positive on 4 of the last 20 trading days.
How has CEG delta exposure changed recently?
Constellation Energy net delta exposure went from $510.25M on Oct 7, 2026 to -$855.22M on Nov 4, 2026. See the CEG delta exposure history for a longer view.
What is Constellation Energy Corporation?
Constellation Energy spun off from Exelon in 2022 and is now the largest US independent power producer.