Net delta exposure for CME Group Inc (CME) options was $377.42M 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 CME, 2026-11-06(w), calls & puts
Delta Exposure Stats
Showing results for CME, 2026-11-06(w), calls & puts
Net Delta Exposure by Expiration
Showing results for CME, 2026-11-06(w), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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CME 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 CME delta exposure positive or negative?
CME net delta exposure was positive on Nov 4, 2026, at $377.42M. It has been positive on 20 of the last 20 trading days.
How has CME delta exposure changed recently?
CME net delta exposure went from $114.34M on Oct 7, 2026 to $377.42M on Nov 4, 2026. See the CME delta exposure history for a longer view.
What is CME Group Inc?
Based in Chicago, CME Group operates exchanges giving investors, suppliers, and businesses the ability to trade futures and derivatives based on interest rates, equity indexes, foreign currencies, energy, metals, and commodities.