Net delta exposure for Willis Towers Watson Public Limited Company (WTW) options was $10.02M 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 $6.9M.
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Delta Exposure by Strike
Showing results for WTW, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for WTW, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for WTW, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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WTW 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 WTW delta exposure positive or negative?
Willis Towers Watson Public net delta exposure was positive on Nov 4, 2026, at $10.02M. It has been positive on 20 of the last 20 trading days.
How has WTW delta exposure changed recently?
Willis Towers Watson Public net delta exposure went from $6.9M on Oct 7, 2026 to $10.02M on Nov 4, 2026. See the WTW delta exposure history for a longer view.
What is Willis Towers Watson Public Limited Company?
Willis Towers Watson PLC is an advisory, broking, and solutions company that provides data-driven, insight-led solutions in the areas of people, risk, and capital.