Net delta exposure for The Hanover Insurance Group Inc (THG) options was $2.83M 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 $1.22M.
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Delta Exposure by Strike
Showing results for THG, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for THG, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for THG, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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THG 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 THG delta exposure positive or negative?
Hanover Insurance net delta exposure was positive on Nov 4, 2026, at $2.83M. It has been positive on 20 of the last 20 trading days.
How has THG delta exposure changed recently?
Hanover Insurance net delta exposure went from $1.22M on Oct 7, 2026 to $2.83M on Nov 4, 2026. See the THG delta exposure history for a longer view.
What is The Hanover Insurance Group Inc?
The Hanover Insurance Group Inc is a holding company whose primary business is offering property and casualty insurance products and services.