Net delta exposure for Royal Bank of Canada (RY) options was $89.87M 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 8 weeks.
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Delta Exposure by Strike
Showing results for RY, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for RY, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for RY, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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RY 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 RY delta exposure positive or negative?
Royal Bank of Canada net delta exposure was positive on Nov 4, 2026, at $89.87M. It has been positive on 20 of the last 20 trading days.
How has RY delta exposure changed recently?
Royal Bank of Canada net delta exposure went from -$1.01M on Oct 7, 2026 to $89.87M on Nov 4, 2026. See the RY delta exposure history for a longer view.
What is Royal Bank of Canada?
Royal Bank of Canada is one of the two largest banks in Canada, with around CAD 2.5 trillion in assets at the end of July 2026.