ETR Delta Exposure (DEX)

Net delta exposure for Entergy Corporation (ETR) options was $57.74M 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 ETR, 2026-11-20(m), calls & puts

       

Delta Exposure Stats

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



Net Delta Exposure by Expiration

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

       
Expiration Net DEX Call DEX Put DEX Call Wall Put Wall

ETR 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 ETR delta exposure positive or negative?

Entergy net delta exposure was positive on Nov 4, 2026, at $57.74M. It has been positive on 20 of the last 20 trading days.

How has ETR delta exposure changed recently?

Entergy net delta exposure went from $13.8M on Oct 7, 2026 to $57.74M on Nov 4, 2026. See the ETR delta exposure history for a longer view.

What is Entergy Corporation?

Entergy is a holding company with five regulated vertically integrated utilities that generate and distribute electricity to more than 3 million customers in Arkansas, Louisiana, Mississippi, and Texas.

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