Net delta exposure for NiSource Inc (NI) options was $3.33M per 1% move at the Nov 4, 2026 close. It has been positive on 16 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 NI, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for NI, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for NI, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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NI 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 NI delta exposure positive or negative?
NiSource net delta exposure was positive on Nov 4, 2026, at $3.33M. It has been positive on 16 of the last 20 trading days.
How has NI delta exposure changed recently?
NiSource net delta exposure went from -$355.22K on Oct 7, 2026 to $3.33M on Nov 4, 2026. See the NI delta exposure history for a longer view.
What is NiSource Inc?
NiSource is one of the nation's largest natural gas distribution companies with 2.4 million customers in Kentucky, Maryland, Ohio, Pennsylvania, and Virginia.