Net delta exposure for Range Resources Corp (RRC) options was $133.54M per 1% move at the Nov 4, 2026 close. It has been positive on 20 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was $33.07M.
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Delta Exposure by Strike
Showing results for RRC, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for RRC, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for RRC, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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RRC 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 RRC delta exposure positive or negative?
Range Resources net delta exposure was positive on Nov 4, 2026, at $133.54M. It has been positive on 20 of the last 20 trading days.
How has RRC delta exposure changed recently?
Range Resources net delta exposure went from $33.07M on Oct 7, 2026 to $133.54M on Nov 4, 2026. See the RRC delta exposure history for a longer view.
What is Range Resources Corp?
Range Resources is an exploration and production firm whose operations represent a pure play in the Marcellus shale, located in the Appalachian region of Southwest Pennsylvania.