Net delta exposure for First Merchants Corp (FRME) options was -$633.52K per 1% move at the Nov 4, 2026 close. It has been positive on 0 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was -$280.63K.
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Delta Exposure by Strike
Showing results for FRME, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for FRME, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for FRME, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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FRME 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 FRME delta exposure positive or negative?
First Merchants net delta exposure was negative on Nov 4, 2026, at -$633.52K. It has been positive on 0 of the last 20 trading days.
How has FRME delta exposure changed recently?
First Merchants net delta exposure went from -$280.63K on Oct 7, 2026 to -$633.52K on Nov 4, 2026. See the FRME delta exposure history for a longer view.
What is First Merchants Corp?
First Merchants Corp, through its subsidiaries, provides its customers with financial services delivered locally by bankers.