EIG Delta Exposure (DEX)

Net delta exposure for Employers Holdings Inc (EIG) options was $21.21K per 1% move at the Nov 4, 2026 close. It has been positive on 18 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was $127.33K.

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Delta Exposure by Strike

Showing results for EIG, 2026-11-20(m), calls & puts

       

Delta Exposure Stats

Showing results for EIG, 2026-11-20(m), calls & puts



Net Delta Exposure by Expiration

Showing results for EIG, 2026-11-20(m), calls & puts. View all expiries

       
Expiration Net DEX Call DEX Put DEX Call Wall Put Wall

EIG 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 EIG delta exposure positive or negative?

Employers net delta exposure was positive on Nov 4, 2026, at $21.21K. It has been positive on 18 of the last 20 trading days.

How has EIG delta exposure changed recently?

Employers net delta exposure went from $127.33K on Oct 7, 2026 to $21.21K on Nov 4, 2026. See the EIG delta exposure history for a longer view.

What is Employers Holdings Inc?

Employers Holdings Inc is a provider of workers' compensation insurance and services focused on small and mid-sized businesses engaged in low-to-medium hazard industries.

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