ES Delta Exposure (DEX)

Net delta exposure for Eversource Energy (ES) options was $16.21M per 1% move at the Nov 4, 2026 close. It has been positive on 18 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 ES, 2026-11-20(m), calls & puts

       

Delta Exposure Stats

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



Net Delta Exposure by Expiration

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

       
Expiration Net DEX Call DEX Put DEX Call Wall Put Wall

ES 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 ES delta exposure positive or negative?

Eversource Energy net delta exposure was positive on Nov 4, 2026, at $16.21M. It has been positive on 18 of the last 20 trading days.

How has ES delta exposure changed recently?

Eversource Energy net delta exposure went from -$1.13M on Oct 7, 2026 to $16.21M on Nov 4, 2026. See the ES delta exposure history for a longer view.

What is Eversource Energy?

Eversource Energy is a diversified holding company with subsidiaries that provide rate-regulated electricity and gas distribution service to more than 4 million customers in the Northeast US.

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