Net delta exposure for Consolidated Edison Inc (ED) options was $61.71M 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 ED, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for ED, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for ED, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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ED 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 ED delta exposure positive or negative?
Consolidated Edison net delta exposure was positive on Nov 4, 2026, at $61.71M. It has been positive on 20 of the last 20 trading days.
How has ED delta exposure changed recently?
Consolidated Edison net delta exposure went from $994.56K on Oct 7, 2026 to $61.71M on Nov 4, 2026. See the ED delta exposure history for a longer view.
What is Consolidated Edison Inc?
Con Ed is a holding company for Consolidated Edison of New York, or CECONY, and Orange & Rockland, or O&R.